+403.7%
DAL vs MAS
+393.1%
+10.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.6% | +1.5% | +3.9% |
| 7D | +11.1% | +14.2% | -3.1% | +2.9% |
| 30D | +7.7% | +26.8% | -19.1% | -6.2% |
| 3M | -3.5% | +13.1% | -16.7% | -10.4% |
| 6M | +31.3% | +27.9% | +3.4% | +13.3% |
| YTD | +30.0% | +38.7% | -8.7% | +5.5% |
| 1Y | +62.1% | +40.4% | +21.7% | +30.7% |
| 3Y | +176.6% | +66.1% | +110.5% | +101.2% |
| 5Y | +126.2% | +47.4% | +78.8% | +72.2% |
| 10Y | +135.1% | +238.3% | -103.2% | +6.4% |
| All | +403.7% | +393.1% | +10.6% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling