-23.6%
DIS vs MKSI
+40.0%
-63.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | +0.9% | +25.3% | -24.4% | -3.6% |
| 30D | +8.9% | -10.5% | +19.4% | +10.6% |
| 3M | +14.5% | -27.7% | +42.3% | +20.7% |
| 6M | +12.2% | -28.8% | +41.0% | +15.1% |
| YTD | +4.7% | +39.0% | -34.3% | -11.1% |
| 1Y | +2.8% | +45.2% | -42.4% | -14.0% |
| 3Y | +38.1% | +218.8% | -180.7% | -19.2% |
| 5Y | -23.6% | +38.1% | -61.7% | -44.6% |
| All | -23.6% | +40.0% | -63.6% | -44.6% |
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 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