+388.7%
DIS vs MA
+17,925.8%
-17,537.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.4% |
| 7D | +5.7% | +3.2% | +2.5% | +4.2% |
| 30D | +12.7% | +15.9% | -3.3% | +5.5% |
| 3M | +15.2% | +15.2% | 0.0% | +8.2% |
| 6M | +17.6% | +32.4% | -14.8% | +3.6% |
| YTD | +3.8% | +15.6% | -11.8% | -3.4% |
| 1Y | +6.8% | +19.3% | -12.5% | -2.1% |
| 3Y | +42.1% | +73.0% | -30.9% | +10.3% |
| 5Y | -31.2% | +93.7% | -124.9% | -49.3% |
| 10Y | +37.6% | +575.0% | -537.3% | -38.0% |
| All | +388.7% | +17,925.8% | -17,537.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling