+31.9%
DIS vs MKSI
+345.2%
-313.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +1.2% |
| 7D | +1.9% | +12.2% | -10.3% | -0.7% |
| 30D | +9.2% | -8.0% | +17.2% | +10.3% |
| 3M | +13.5% | -29.5% | +43.0% | +20.6% |
| 6M | +14.3% | -31.9% | +46.2% | +19.0% |
| YTD | +5.4% | +35.3% | -29.9% | -9.0% |
| 1Y | +12.2% | +50.3% | -38.1% | -6.1% |
| 3Y | +37.2% | +216.4% | -179.2% | -13.4% |
| 5Y | -23.1% | +34.4% | -57.6% | -41.3% |
| All | +31.9% | +345.2% | -313.3% | -24.3% |
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