+106.3%
DAL vs MKSI
+84.9%
+21.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.3% |
| 7D | +3.4% | +7.7% | -4.4% | +0.5% |
| 30D | -13.6% | -12.9% | -0.7% | -9.3% |
| 3M | +1.2% | -14.8% | +16.1% | +3.8% |
| 6M | +34.5% | +26.6% | +7.9% | +16.3% |
| YTD | +14.7% | +66.6% | -51.9% | -12.4% |
| 1Y | +29.2% | +144.6% | -115.3% | -17.1% |
| 3Y | +100.0% | +193.1% | -93.2% | +7.4% |
| 5Y | +106.3% | +88.6% | +17.7% | +31.3% |
| All | +106.3% | +84.9% | +21.4% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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