+22.0%
DIS vs MSI
+595.6%
-573.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -1.1% |
| 30D | +3.5% | +6.8% | -3.3% | +0.5% |
| 3M | +6.8% | +14.3% | -7.5% | +0.8% |
| 6M | +3.0% | -1.6% | +4.6% | +2.9% |
| YTD | -6.7% | +22.8% | -29.5% | -15.8% |
| 1Y | -10.1% | -1.1% | -9.0% | -10.9% |
| 3Y | +33.0% | +70.5% | -37.4% | +0.4% |
| 5Y | -40.0% | +102.8% | -142.8% | -59.1% |
| All | +22.0% | +595.6% | -573.7% | -42.1% |
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