-31.9%
DIS vs MSCI
+3.6%
-35.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | +5.2% | +2.8% | +2.4% | +4.2% |
| 30D | +11.5% | +15.4% | -4.0% | +5.7% |
| 3M | +11.5% | +13.4% | -1.9% | +6.3% |
| 6M | +8.9% | +10.9% | -2.0% | +4.1% |
| YTD | +3.4% | +13.0% | -9.6% | -2.8% |
| 1Y | +7.2% | +12.0% | -4.8% | +1.1% |
| 3Y | +43.3% | +34.1% | +9.2% | +21.3% |
| All | -31.9% | +3.6% | -35.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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