+141,733.1%
MSFT vs DIS
+1,682.0%
+140,051.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.7% | +5.2% | -3.6% | -0.4% |
| 30D | +0.2% | +11.5% | -11.3% | -4.2% |
| 3M | +6.4% | +11.5% | -5.2% | +1.5% |
| 6M | +28.7% | +8.9% | +19.8% | +23.7% |
| YTD | +10.4% | +3.4% | +7.0% | +7.5% |
| 1Y | +7.6% | +7.2% | +0.4% | +3.0% |
| 3Y | +52.3% | +43.3% | +9.0% | +25.0% |
| 5Y | +64.5% | -31.4% | +96.0% | +80.7% |
| 10Y | +917.8% | +37.1% | +880.7% | +694.2% |
| All | +141,733.1% | +1,682.0% | +140,051.0% | +28,310.9% |
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