+18.3%
DIS vs MTSI
-18.6%
+36.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.1% |
| 7D | +9.1% | -10.7% | +19.7% | +8.1% |
| 30D | +14.8% | -29.0% | +43.8% | +12.1% |
| 3M | +21.2% | -14.7% | +35.9% | +20.2% |
| 6M | +18.3% | -20.1% | +38.4% | +15.8% |
| All | +18.3% | -18.6% | +36.9% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling