+34.2%
DIS vs MSI
+676.2%
-642.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +5.2% | +4.7% | +0.6% | +3.2% |
| 30D | +11.5% | +14.8% | -3.3% | +5.2% |
| 3M | +11.5% | +8.8% | +2.7% | +7.5% |
| 6M | +8.9% | +19.3% | -10.4% | +0.3% |
| YTD | +3.4% | +35.3% | -31.9% | -10.5% |
| 1Y | +7.2% | +33.8% | -26.6% | -6.8% |
| 3Y | +43.3% | +74.4% | -31.1% | +7.4% |
| 5Y | -31.4% | +120.5% | -152.0% | -55.0% |
| All | +34.2% | +676.2% | -642.0% | -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