+344.6%
DIS vs MSCI
+3,169.6%
-2,825.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 6M | +17.6% | +13.7% | +3.8% | +11.5% |
| YTD | +3.8% | +15.6% | -11.8% | -3.0% |
| 1Y | +6.8% | +16.3% | -9.5% | -0.5% |
| 3Y | +42.1% | +36.9% | +5.2% | +21.8% |
| 5Y | -31.2% | +6.3% | -37.5% | -36.7% |
| 10Y | +37.6% | +823.0% | -785.4% | -45.3% |
| All | +344.6% | +3,169.6% | -2,825.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling