-42.2%
DIS vs MKSI
+90.4%
-132.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -3.5% | +6.6% | -10.2% | -4.8% |
| 30D | +1.0% | -8.2% | +9.2% | +2.4% |
| 3M | +5.7% | -16.4% | +22.1% | +6.7% |
| 6M | +3.3% | +23.0% | -19.7% | -6.4% |
| YTD | -7.7% | +68.2% | -75.9% | -23.6% |
| 1Y | -10.0% | +148.6% | -158.5% | -34.1% |
| 3Y | +31.7% | +196.0% | -164.2% | -17.0% |
| 5Y | -42.2% | +87.4% | -129.6% | -60.0% |
| All | -42.2% | +90.4% | -132.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling