+133,470.8%
MSFT vs DIS
+1,507.4%
+131,963.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -2.7% | -2.6% | -0.1% | -1.7% |
| 30D | +2.7% | +3.5% | -0.8% | +1.2% |
| 3M | +17.0% | +6.8% | +10.1% | +13.5% |
| 6M | +23.8% | +3.0% | +20.8% | +21.6% |
| YTD | +4.0% | -6.7% | +10.7% | +5.8% |
| 1Y | -0.8% | -10.1% | +9.3% | +2.0% |
| 3Y | +55.6% | +33.0% | +22.6% | +31.5% |
| 5Y | +72.9% | -40.0% | +112.9% | +100.4% |
| 10Y | +875.8% | +21.1% | +854.8% | +702.1% |
| All | +133,470.8% | +1,507.4% | +131,963.4% | +27,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling