+21.9%
DIS vs MTSI
+514.0%
-492.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.3% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | +3.5% | +2.1% | +1.4% | +2.6% |
| 3M | +6.8% | -29.7% | +36.6% | +11.7% |
| 6M | +3.0% | +12.5% | -9.5% | -2.0% |
| YTD | -6.7% | +57.0% | -63.8% | -17.1% |
| 1Y | -10.1% | +103.9% | -114.0% | -24.5% |
| 3Y | +33.0% | +223.6% | -190.5% | -0.5% |
| 5Y | -40.0% | +321.6% | -361.5% | -58.0% |
| All | +21.9% | +514.0% | -492.2% | -31.4% |
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