+8.3%
DIS vs MAR
+62.0%
-53.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.5% |
| 7D | +9.1% | +7.7% | +1.4% | +6.3% |
| 30D | +14.8% | +19.4% | -4.6% | +7.9% |
| 3M | +21.2% | +23.3% | -2.2% | +12.6% |
| 6M | +18.3% | +22.8% | -4.5% | +9.6% |
| YTD | +5.4% | +37.8% | -32.4% | -5.7% |
| 1Y | +8.3% | +57.4% | -49.1% | -9.0% |
| All | +8.3% | +62.0% | -53.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling