-23.6%
DIS vs MSI
+126.2%
-149.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.9% | +2.6% | -1.7% | 0.0% |
| 30D | +8.9% | +18.1% | -9.2% | +2.9% |
| 3M | +14.5% | +13.2% | +1.3% | +9.7% |
| 6M | +12.2% | +36.3% | -24.1% | +0.7% |
| YTD | +4.7% | +39.5% | -34.8% | -8.1% |
| 1Y | +2.8% | +36.9% | -34.1% | -9.1% |
| 3Y | +38.1% | +76.1% | -38.0% | +5.8% |
| 5Y | -23.6% | +123.7% | -147.3% | -51.5% |
| All | -23.6% | +126.2% | -149.9% | -51.5% |
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 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