+351.3%
DAL vs MAS
+312.9%
+38.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | -13.9% | -5.6% | -8.4% | -11.1% |
| 3M | +1.1% | +4.4% | -3.4% | -1.9% |
| 6M | +26.2% | +7.2% | +19.0% | +19.8% |
| YTD | +16.4% | +16.1% | +0.3% | +4.9% |
| 1Y | +33.9% | +0.1% | +33.8% | +31.0% |
| 3Y | +93.4% | +28.3% | +65.1% | +63.2% |
| 5Y | +106.4% | +30.5% | +75.9% | +68.3% |
| 10Y | +143.0% | +139.1% | +3.8% | +33.5% |
| All | +351.3% | +312.9% | +38.4% | +26.4% |
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 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