-31.9%
DIS vs MSI
+118.7%
-150.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +5.2% | +4.7% | +0.6% | +3.6% |
| 30D | +11.5% | +14.8% | -3.3% | +6.3% |
| 3M | +11.5% | +8.8% | +2.7% | +8.3% |
| 6M | +8.9% | +19.3% | -10.4% | +2.0% |
| YTD | +3.4% | +35.3% | -31.9% | -8.3% |
| 1Y | +7.2% | +33.8% | -26.6% | -4.4% |
| 3Y | +43.3% | +74.4% | -31.1% | +9.9% |
| All | -31.9% | +118.7% | -150.6% | -56.7% |
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