+1,458.7%
DIS vs MAS
+1,430.5%
+28.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +6.8% | +4.4% | +2.4% | +4.6% |
| 6M | +3.0% | +7.2% | -4.2% | -0.5% |
| YTD | -6.7% | +16.1% | -22.8% | -12.4% |
| 1Y | -10.1% | +0.1% | -10.2% | -11.6% |
| 3Y | +33.0% | +28.3% | +4.7% | +19.1% |
| 5Y | -40.0% | +30.5% | -70.5% | -47.2% |
| 10Y | +21.1% | +139.1% | -118.1% | -14.4% |
| All | +1,458.7% | +1,430.5% | +28.3% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling