-23.9%
DIS vs MTSI
+247.2%
-271.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -1.2% |
| 7D | +0.6% | +7.2% | -6.6% | -0.9% |
| 30D | +10.3% | -18.4% | +28.7% | +12.8% |
| 3M | +15.6% | -16.7% | +32.3% | +16.6% |
| 6M | +15.1% | -31.7% | +46.8% | +19.1% |
| YTD | +6.0% | +45.9% | -39.9% | -10.9% |
| 1Y | +5.7% | +47.0% | -41.3% | -11.5% |
| 3Y | +39.8% | +224.1% | -184.3% | -15.2% |
| 5Y | -23.9% | +238.5% | -262.4% | -59.4% |
| All | -23.9% | +247.2% | -271.1% | -59.4% |
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 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