+34.2%
DIS vs MS
+616.2%
-582.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +5.2% | -1.6% | +6.8% | +6.0% |
| 30D | +11.5% | -3.8% | +15.2% | +13.2% |
| 3M | +11.5% | -14.6% | +26.1% | +19.7% |
| 6M | +8.9% | -5.1% | +13.9% | +9.8% |
| YTD | +3.4% | +4.5% | -1.1% | -1.4% |
| 1Y | +7.2% | +13.5% | -6.3% | -2.2% |
| 3Y | +43.3% | +160.4% | -117.1% | -17.2% |
| 5Y | -31.4% | +112.9% | -144.3% | -56.7% |
| All | +34.2% | +616.2% | -582.0% | -48.5% |
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