+32.9%
DIS vs MSI
+683.5%
-650.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | +0.6% | +7.7% | -7.1% | -2.5% |
| 30D | +10.3% | +19.9% | -9.6% | +2.2% |
| 3M | +15.6% | +14.9% | +0.6% | +8.9% |
| 6M | +15.1% | +37.2% | -22.1% | +0.4% |
| YTD | +6.0% | +40.8% | -34.8% | -9.8% |
| 1Y | +5.7% | +38.1% | -32.4% | -9.3% |
| 3Y | +39.8% | +77.7% | -37.9% | +4.2% |
| 5Y | -23.9% | +129.0% | -152.9% | -50.8% |
| 10Y | +32.9% | +671.3% | -638.3% | -42.2% |
| All | +32.9% | +683.5% | -650.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling