+43.9%
DIS vs MA
+72.5%
-28.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.2% |
| 7D | +5.7% | +3.2% | +2.5% | +4.1% |
| 30D | +12.7% | +15.9% | -3.3% | +4.8% |
| 3M | +15.2% | +15.2% | 0.0% | +7.5% |
| 6M | +17.6% | +32.4% | -14.8% | +2.5% |
| YTD | +3.8% | +15.6% | -11.8% | -3.3% |
| 1Y | +6.8% | +19.3% | -12.5% | -2.4% |
| All | +43.9% | +72.5% | -28.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling