-10.1%
DIS vs MSTZ
-29.5%
+19.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.6% |
| 7D | -2.6% | -29.7% | +27.1% | -3.4% |
| 30D | +3.5% | -65.3% | +68.8% | +0.2% |
| 3M | +6.8% | -57.3% | +64.2% | +5.2% |
| 6M | +3.0% | -61.6% | +64.6% | +1.7% |
| YTD | -6.7% | -78.3% | +71.6% | -9.0% |
| 1Y | -10.1% | -30.2% | +20.2% | -8.1% |
| All | -10.1% | -29.5% | +19.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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