-31.2%
DIS vs MA
+97.3%
-128.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | 0.0% |
| 7D | +5.7% | +3.2% | +2.5% | +3.7% |
| 30D | +12.7% | +15.9% | -3.3% | +3.2% |
| 3M | +15.2% | +15.2% | 0.0% | +5.9% |
| 6M | +17.6% | +32.4% | -14.8% | -0.8% |
| YTD | +3.8% | +15.6% | -11.8% | -5.5% |
| 1Y | +6.8% | +19.3% | -12.5% | -4.9% |
| 3Y | +42.1% | +73.0% | -30.9% | -1.8% |
| 5Y | -31.2% | +93.7% | -124.9% | -56.7% |
| All | -31.2% | +97.3% | -128.5% | -56.7% |
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