-31.2%
DIS vs MSCI
+4.3%
-35.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.5% |
| 7D | +5.7% | +6.0% | -0.4% | +3.5% |
| 30D | +12.7% | +18.2% | -5.5% | +6.0% |
| 3M | +15.2% | +15.1% | +0.1% | +9.2% |
| 6M | +17.6% | +13.7% | +3.8% | +11.3% |
| YTD | +3.8% | +15.6% | -11.8% | -3.2% |
| 1Y | +6.8% | +16.3% | -9.5% | -0.7% |
| 3Y | +42.1% | +36.9% | +5.2% | +19.4% |
| 5Y | -31.2% | +6.3% | -37.5% | -41.4% |
| All | -31.2% | +4.3% | -35.5% | -41.4% |
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