-31.2%
DIS vs MOS
-31.6%
+0.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -2.1% |
| 7D | +5.7% | +22.5% | -16.8% | +1.5% |
| 30D | +12.7% | +6.6% | +6.0% | +10.9% |
| 3M | +15.2% | -3.8% | +19.0% | +15.3% |
| 6M | +17.6% | -2.2% | +19.8% | +16.8% |
| YTD | +3.8% | -4.8% | +8.6% | +2.5% |
| 1Y | +6.8% | -11.7% | +18.5% | +7.0% |
| 3Y | +42.1% | -26.5% | +68.6% | +44.6% |
| 5Y | -31.2% | -32.2% | +1.0% | -31.4% |
| All | -31.2% | -31.6% | +0.4% | -31.4% |
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