-10.1%
DIS vs MS
+49.4%
-59.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +3.5% | -0.3% | +3.7% | +3.5% |
| 3M | +6.8% | +0.3% | +6.5% | +6.3% |
| 6M | +3.0% | +31.3% | -28.4% | -5.7% |
| YTD | -6.7% | +24.7% | -31.4% | -13.9% |
| 1Y | -10.1% | +47.9% | -58.0% | -19.0% |
| All | -10.1% | +49.4% | -59.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling