+22.0%
DIS vs MAR
+424.3%
-402.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | -4.2% | +1.6% | -0.7% |
| 30D | +3.5% | -6.7% | +10.2% | +6.7% |
| 3M | +6.8% | -12.5% | +19.3% | +13.1% |
| 6M | +3.0% | +0.6% | +2.4% | +2.1% |
| YTD | -6.7% | +9.1% | -15.8% | -11.1% |
| 1Y | -10.1% | +26.2% | -36.3% | -20.2% |
| 3Y | +33.0% | +68.2% | -35.1% | +2.6% |
| 5Y | -40.0% | +163.9% | -203.9% | -62.4% |
| All | +22.0% | +424.3% | -402.4% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling