-41.1%
DIS vs MS
+145.3%
-186.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -2.6% | +1.4% | -4.0% | -3.2% |
| 30D | +3.5% | -0.3% | +3.7% | +3.4% |
| 3M | +6.8% | +0.3% | +6.5% | +5.8% |
| 6M | +3.0% | +31.3% | -28.4% | -11.3% |
| YTD | -6.7% | +24.7% | -31.4% | -18.0% |
| 1Y | -10.1% | +47.9% | -58.0% | -28.1% |
| 3Y | +33.0% | +178.3% | -145.3% | -26.9% |
| All | -41.1% | +145.3% | -186.4% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling