-29.5%
DIS vs MSI
+125.1%
-154.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | +7.4% | -3.0% | +1.9% |
| 30D | +10.3% | +18.7% | -8.4% | +4.1% |
| 3M | +15.5% | +14.5% | +1.1% | +10.3% |
| 6M | +11.2% | +38.1% | -26.9% | -0.6% |
| YTD | +5.6% | +38.7% | -33.1% | -7.1% |
| 1Y | +7.7% | +35.4% | -27.7% | -4.3% |
| 3Y | +39.3% | +75.1% | -35.8% | +7.0% |
| 5Y | -29.5% | +126.4% | -155.9% | -55.7% |
| All | -29.5% | +125.1% | -154.6% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling