+1,054.6%
DIS vs MS
+5,447.1%
-4,392.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +2.9% |
| 7D | +9.1% | +2.6% | +6.4% | +8.2% |
| 30D | +14.8% | +2.6% | +12.2% | +13.8% |
| 3M | +21.2% | -10.1% | +31.2% | +24.8% |
| 6M | +18.3% | +4.4% | +13.9% | +15.8% |
| YTD | +5.4% | +11.7% | -6.4% | +0.6% |
| 1Y | +8.3% | +20.9% | -12.7% | +0.7% |
| 3Y | +44.2% | +177.1% | -132.9% | +2.4% |
| 5Y | -28.0% | +127.7% | -155.7% | -45.8% |
| 10Y | +39.6% | +684.1% | -644.4% | -29.1% |
| All | +1,054.6% | +5,447.1% | -4,392.5% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling