+47.6%
MSFT vs DIS
+36.4%
+11.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +2.3% | +4.4% | -2.1% | +1.4% |
| 30D | -0.4% | +10.3% | -10.7% | -2.5% |
| 3M | +5.6% | +15.5% | -10.0% | +2.2% |
| 6M | +29.0% | +11.2% | +17.8% | +25.7% |
| YTD | +10.9% | +5.6% | +5.4% | +9.0% |
| 1Y | +6.2% | +7.7% | -1.5% | +3.7% |
| 3Y | +47.6% | +39.3% | +8.3% | +34.6% |
| All | +47.6% | +36.4% | +11.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 3y: compounded portfolio wealth divided by compounded DIS 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…
3y analysis · Full analysis span regression · 6 months rolling