+1,458.7%
DIS vs MSI
+4,035.2%
-2,576.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.6% | -3.7% | +1.1% | -1.6% |
| 30D | +3.5% | +6.8% | -3.3% | +1.6% |
| 3M | +6.8% | +14.3% | -7.5% | +2.9% |
| 6M | +3.0% | -1.6% | +4.6% | +2.9% |
| YTD | -6.7% | +22.8% | -29.5% | -12.5% |
| 1Y | -10.1% | -1.1% | -9.0% | -10.7% |
| 3Y | +33.0% | +70.5% | -37.4% | +13.1% |
| 5Y | -40.0% | +102.8% | -142.8% | -51.6% |
| 10Y | +21.1% | +597.4% | -576.4% | -29.7% |
| All | +1,458.7% | +4,035.2% | -2,576.5% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling