-41.1%
DIS vs MAS
+32.0%
-73.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.4% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +3.5% | -5.6% | +9.1% | +5.8% |
| 3M | +6.8% | +4.4% | +2.4% | +3.8% |
| 6M | +3.0% | +7.2% | -4.2% | -1.7% |
| YTD | -6.7% | +16.1% | -22.8% | -14.5% |
| 1Y | -10.1% | +0.1% | -10.2% | -12.2% |
| 3Y | +33.0% | +28.3% | +4.7% | +12.8% |
| All | -41.1% | +32.0% | -73.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling