+105.8%
DAL vs MAS
+32.0%
+73.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.0% |
| 3M | +1.1% | +4.4% | -3.4% | -2.3% |
| 6M | +26.2% | +7.2% | +19.0% | +19.1% |
| YTD | +16.4% | +16.1% | +0.3% | +3.8% |
| 1Y | +33.9% | +0.1% | +33.8% | +30.6% |
| 3Y | +93.4% | +28.3% | +65.1% | +60.3% |
| All | +105.8% | +32.0% | +73.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling