-31.9%
DIS vs MA
+93.2%
-125.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +5.2% | +2.3% | +2.9% | +3.8% |
| 30D | +11.5% | +14.7% | -3.2% | +2.7% |
| 3M | +11.5% | +13.5% | -2.0% | +3.4% |
| 6M | +8.9% | +33.1% | -24.2% | -8.4% |
| YTD | +3.4% | +15.1% | -11.7% | -5.7% |
| 1Y | +7.2% | +18.7% | -11.5% | -4.2% |
| 3Y | +43.3% | +72.1% | -28.8% | -0.6% |
| All | -31.9% | +93.2% | -125.1% | -57.0% |
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