+17.6%
DIS vs MS
-2.5%
+20.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.5% | -1.1% |
| 7D | +5.7% | -3.4% | +9.1% | +5.9% |
| 30D | +12.7% | -3.9% | +16.6% | +12.9% |
| 3M | +15.2% | -15.9% | +31.1% | +15.6% |
| 6M | +17.6% | -2.5% | +20.0% | +7.7% |
| All | +17.6% | -2.5% | +20.1% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling