+39.6%
DIS vs MAS
+241.3%
-201.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.5% | +1.9% |
| 7D | +9.1% | +14.2% | -5.1% | +3.2% |
| 30D | +14.8% | +26.8% | -12.0% | +3.9% |
| 3M | +21.2% | +13.1% | +8.0% | +14.7% |
| 6M | +18.3% | +27.9% | -9.6% | +5.3% |
| YTD | +5.4% | +38.7% | -33.3% | -10.4% |
| 1Y | +8.3% | +40.4% | -32.1% | -8.5% |
| 3Y | +44.2% | +66.1% | -21.9% | +10.4% |
| 5Y | -28.0% | +47.4% | -75.4% | -43.4% |
| 10Y | +39.6% | +238.3% | -198.7% | -22.1% |
| All | +39.6% | +241.3% | -201.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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