+30.3%
DIS vs MSTU
-90.1%
+120.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.1% | +2.2% |
| 7D | +5.3% | -9.3% | +14.6% | +5.7% |
| 30D | +10.2% | -38.3% | +48.5% | +12.0% |
| 3M | +13.5% | +24.0% | -10.5% | +10.3% |
| 6M | +11.1% | -72.1% | +83.2% | +14.4% |
| YTD | +5.5% | -70.2% | +75.7% | +5.6% |
| 1Y | +9.1% | -89.6% | +98.7% | +14.7% |
| All | +30.3% | -90.1% | +120.3% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling