-31.2%
DIS vs MTSI
+153.3%
-184.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.4% | +16.9% | +1.3% |
| 7D | +5.7% | -24.6% | +30.3% | +9.9% |
| 30D | +12.7% | -45.7% | +58.4% | +22.9% |
| 3M | +15.2% | -27.7% | +42.9% | +18.2% |
| 6M | +17.6% | -37.3% | +54.9% | +21.3% |
| YTD | +3.8% | +11.1% | -7.3% | -8.6% |
| 1Y | +6.8% | +27.2% | -20.4% | -9.9% |
| 3Y | +42.1% | +153.7% | -111.5% | -10.1% |
| 5Y | -31.2% | +159.0% | -190.1% | -61.7% |
| All | -31.2% | +153.3% | -184.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling