-10.1%
DIS vs MSTU
-92.8%
+82.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.6% |
| 7D | -2.6% | +21.3% | -23.9% | -3.4% |
| 30D | +3.5% | +90.8% | -87.3% | +0.3% |
| 3M | +6.8% | -6.8% | +13.6% | +5.7% |
| 6M | +3.0% | -39.8% | +42.8% | +2.5% |
| YTD | -6.7% | -55.7% | +49.0% | -8.1% |
| 1Y | -10.1% | -92.7% | +82.6% | -6.7% |
| All | -10.1% | -92.8% | +82.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling