+31.0%
DIS vs MS
+544.7%
-513.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +0.9% | +3.7% | -2.8% | -0.9% |
| 30D | +8.9% | +2.0% | +6.9% | +7.6% |
| 3M | +14.5% | -12.6% | +27.1% | +21.6% |
| 6M | +12.2% | -0.3% | +12.5% | +10.5% |
| YTD | +4.7% | +9.0% | -4.3% | -2.2% |
| 1Y | +2.8% | +13.9% | -11.0% | -6.2% |
| 3Y | +38.1% | +173.6% | -135.5% | -22.3% |
| 5Y | -23.6% | +122.0% | -145.6% | -52.9% |
| All | +31.0% | +544.7% | -513.6% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling