+1,635.0%
DIS vs MSI
+4,479.6%
-2,844.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.5% |
| 7D | +5.7% | +5.1% | +0.6% | +4.3% |
| 30D | +12.7% | +13.3% | -0.6% | +8.9% |
| 3M | +15.2% | +18.3% | -3.1% | +9.9% |
| 6M | +17.6% | +18.7% | -1.1% | +11.7% |
| YTD | +3.8% | +36.0% | -32.2% | -5.3% |
| 1Y | +6.8% | +32.6% | -25.8% | -1.9% |
| 3Y | +42.1% | +78.3% | -36.2% | +19.4% |
| 5Y | -31.2% | +121.6% | -152.8% | -45.8% |
| 10Y | +37.6% | +689.0% | -651.4% | -22.7% |
| All | +1,635.0% | +4,479.6% | -2,844.6% | +342.3% |
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