-41.1%
DIS vs MOS
-8.7%
-32.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | -2.6% | +9.5% | -12.1% | -4.3% |
| 30D | +3.5% | +10.4% | -6.9% | +1.4% |
| 3M | +6.8% | +12.9% | -6.1% | +3.8% |
| 6M | +3.0% | +1.2% | +1.7% | +1.4% |
| YTD | -6.7% | +9.3% | -16.0% | -9.8% |
| 1Y | -10.1% | -18.0% | +7.9% | -8.0% |
| 3Y | +33.0% | -29.0% | +62.1% | +37.2% |
| All | -41.1% | -8.7% | -32.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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