+332.4%
DIS vs MKSI
+2,161.7%
-1,829.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.6% |
| 7D | -2.6% | +1.8% | -4.4% | -3.0% |
| 30D | +3.5% | -16.8% | +20.3% | +7.1% |
| 3M | +6.8% | -21.1% | +27.9% | +9.5% |
| 6M | +3.0% | +10.8% | -7.9% | -2.9% |
| YTD | -6.7% | +63.3% | -70.1% | -19.8% |
| 1Y | -10.1% | +157.0% | -167.1% | -31.0% |
| 3Y | +33.0% | +163.7% | -130.7% | -3.7% |
| 5Y | -40.0% | +82.0% | -121.9% | -54.1% |
| 10Y | +21.1% | +467.2% | -446.1% | -32.5% |
| All | +332.4% | +2,161.7% | -1,829.3% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling