+98.5%
DAL vs MAS
+29.0%
+69.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | -13.9% | -5.6% | -8.4% | -10.8% |
| 3M | +1.1% | +4.4% | -3.4% | -2.6% |
| 6M | +26.2% | +7.2% | +19.0% | +18.4% |
| YTD | +16.4% | +16.1% | +0.3% | +2.6% |
| 1Y | +33.9% | +0.1% | +33.8% | +30.4% |
| All | +98.5% | +29.0% | +69.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling