+33.8%
DIS vs MAS
+29.0%
+4.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | +3.5% | -5.6% | +9.1% | +5.4% |
| 3M | +6.8% | +4.4% | +2.4% | +4.2% |
| 6M | +3.0% | +7.2% | -4.2% | -1.0% |
| YTD | -6.7% | +16.1% | -22.8% | -13.4% |
| 1Y | -10.1% | +0.1% | -10.2% | -11.8% |
| All | +33.8% | +29.0% | +4.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling