+34.2%
DIS vs MTSI
+448.7%
-414.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -2.0% |
| 7D | +5.2% | -10.0% | +15.2% | +6.5% |
| 30D | +11.5% | -37.2% | +48.6% | +18.6% |
| 3M | +11.5% | -30.1% | +41.6% | +15.6% |
| 6M | +8.9% | -31.9% | +40.8% | +11.5% |
| YTD | +3.4% | +23.2% | -19.8% | -6.2% |
| 1Y | +7.2% | +26.4% | -19.2% | -3.4% |
| 3Y | +43.3% | +186.2% | -142.8% | +7.1% |
| 5Y | -31.4% | +187.0% | -218.5% | -49.9% |
| All | +34.2% | +448.7% | -414.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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