+36.3%
DIS vs MKSI
+223.4%
-187.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +0.9% | +25.3% | -24.4% | -1.8% |
| 30D | +8.9% | -10.5% | +19.4% | +10.0% |
| 3M | +14.5% | -27.7% | +42.3% | +18.5% |
| 6M | +12.2% | -28.8% | +41.0% | +13.7% |
| YTD | +4.7% | +39.0% | -34.3% | -7.9% |
| 1Y | +2.8% | +45.2% | -42.4% | -10.5% |
| All | +36.3% | +223.4% | -187.0% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling