+36.6%
DIS vs MSI
+689.5%
-652.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.9% |
| 7D | +5.3% | +8.3% | -3.0% | +1.8% |
| 30D | +10.2% | +18.9% | -8.6% | +2.5% |
| 3M | +13.5% | +13.2% | +0.3% | +7.6% |
| 6M | +11.1% | +38.3% | -27.1% | -3.5% |
| YTD | +5.5% | +38.9% | -33.4% | -9.7% |
| 1Y | +9.1% | +36.7% | -27.6% | -5.9% |
| 3Y | +36.0% | +76.6% | -40.6% | +1.5% |
| 5Y | -29.8% | +124.5% | -154.3% | -54.3% |
| 10Y | +36.6% | +674.5% | -637.9% | -41.5% |
| All | +36.6% | +689.5% | -652.9% | -41.5% |
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