-41.1%
DIS vs MA
+73.0%
-114.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -2.6% | -2.7% | +0.1% | -1.0% |
| 30D | +3.5% | +1.5% | +2.0% | +2.6% |
| 3M | +6.8% | +20.4% | -13.6% | -4.4% |
| 6M | +3.0% | +11.1% | -8.2% | -3.8% |
| YTD | -6.7% | +2.0% | -8.7% | -8.5% |
| 1Y | -10.1% | -2.2% | -7.9% | -9.6% |
| 3Y | +33.0% | +41.9% | -8.8% | +4.5% |
| All | -41.1% | +73.0% | -114.1% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling