+339.0%
DIS vs MA
+15,793.6%
-15,454.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -2.6% | -2.7% | +0.1% | -1.4% |
| 30D | +3.5% | +1.5% | +2.0% | +2.8% |
| 3M | +6.8% | +20.4% | -13.6% | -1.7% |
| 6M | +3.0% | +11.1% | -8.2% | -2.1% |
| YTD | -6.7% | +2.0% | -8.7% | -8.2% |
| 1Y | -10.1% | -2.2% | -7.9% | -10.0% |
| 3Y | +33.0% | +41.9% | -8.8% | +12.6% |
| 5Y | -40.0% | +75.4% | -115.3% | -53.8% |
| 10Y | +21.1% | +527.5% | -506.5% | -43.5% |
| All | +339.0% | +15,793.6% | -15,454.5% | -13.6% |
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