+22.7%
DIS vs MKSI
+511.3%
-488.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | -1.3% | +4.9% | -6.1% | -2.4% |
| 30D | +2.2% | -11.0% | +13.2% | +4.5% |
| 3M | +8.1% | -17.1% | +25.2% | +9.6% |
| 6M | +5.2% | +16.4% | -11.2% | -2.9% |
| YTD | -6.3% | +64.3% | -70.6% | -21.5% |
| 1Y | -7.3% | +137.7% | -145.0% | -30.4% |
| 3Y | +33.8% | +189.1% | -155.3% | -11.4% |
| 5Y | -40.7% | +83.1% | -123.9% | -57.3% |
| All | +22.7% | +511.3% | -488.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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