-23.6%
DIS vs MSCI
+7.0%
-30.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | +8.9% | +16.2% | -7.3% | +3.0% |
| 3M | +14.5% | +16.1% | -1.6% | +8.2% |
| 6M | +12.2% | +12.9% | -0.7% | +6.6% |
| YTD | +4.7% | +14.8% | -10.1% | -2.2% |
| 1Y | +2.8% | +13.8% | -11.0% | -3.6% |
| 3Y | +38.1% | +31.2% | +6.9% | +18.4% |
| 5Y | -23.6% | +5.6% | -29.2% | -34.3% |
| All | -23.6% | +7.0% | -30.6% | -34.3% |
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