-3.6%
DIS vs MSFU
+76.3%
-79.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -1.0% |
| 7D | -2.6% | -5.7% | +3.1% | -1.7% |
| 30D | +3.5% | +4.2% | -0.7% | +2.7% |
| 3M | +6.8% | +27.9% | -21.1% | +1.4% |
| 6M | +3.0% | +37.1% | -34.1% | -4.6% |
| YTD | -6.7% | -7.4% | +0.6% | -7.2% |
| 1Y | -10.1% | -19.6% | +9.5% | -7.9% |
| 3Y | +33.0% | +33.2% | -0.2% | +10.6% |
| All | -3.6% | +76.3% | -79.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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