+61.8%
MSFT vs DIS
-25.4%
+87.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -3.8% | +8.9% | -12.7% | -6.6% |
| 3M | +6.4% | +14.5% | -8.1% | +1.2% |
| 6M | +28.8% | +12.2% | +16.6% | +23.1% |
| YTD | +8.8% | +4.7% | +4.1% | +6.1% |
| 1Y | +3.2% | +2.8% | +0.3% | +1.0% |
| 3Y | +44.8% | +38.1% | +6.6% | +20.0% |
| 5Y | +61.8% | -23.6% | +85.4% | +76.5% |
| All | +61.8% | -25.4% | +87.3% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling