+2.8%
DIS vs MTSI
+43.1%
-40.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.3% |
| 7D | +0.9% | +29.1% | -28.2% | +2.1% |
| 30D | +8.9% | -20.4% | +29.3% | +7.7% |
| 3M | +14.5% | -20.9% | +35.5% | +13.9% |
| 6M | +12.2% | -32.3% | +44.5% | +11.6% |
| YTD | +4.7% | +43.5% | -38.8% | +3.5% |
| 1Y | +2.8% | +43.8% | -41.0% | +0.2% |
| All | +2.8% | +43.1% | -40.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling