+181.1%
DAL vs MSFU
+93.3%
+87.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.5% |
| 7D | +8.8% | +2.5% | +6.3% | +8.1% |
| 30D | +5.4% | -1.3% | +6.7% | +5.4% |
| 3M | -4.9% | +8.6% | -13.6% | -7.0% |
| 6M | +19.8% | +48.4% | -28.6% | +7.9% |
| YTD | +27.0% | +1.6% | +25.4% | +23.3% |
| 1Y | +52.5% | -5.8% | +58.2% | +50.5% |
| 3Y | +173.8% | +30.9% | +142.9% | +131.5% |
| All | +181.1% | +93.3% | +87.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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