+1,628.0%
DIS vs MSI
+4,457.4%
-2,829.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +5.2% | +4.7% | +0.6% | +3.9% |
| 30D | +11.5% | +14.8% | -3.3% | +7.4% |
| 3M | +11.5% | +8.8% | +2.7% | +8.9% |
| 6M | +8.9% | +19.3% | -10.4% | +3.3% |
| YTD | +3.4% | +35.3% | -31.9% | -5.5% |
| 1Y | +7.2% | +33.8% | -26.6% | -1.7% |
| 3Y | +43.3% | +74.4% | -31.1% | +21.1% |
| 5Y | -31.4% | +120.5% | -152.0% | -45.9% |
| 10Y | +37.1% | +685.2% | -648.1% | -22.9% |
| All | +1,628.0% | +4,457.4% | -2,829.4% | +341.1% |
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