+100.2%
DAL vs MSI
+117.4%
-17.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.4% | -6.1% |
| 7D | +4.6% | +5.1% | -0.5% | +2.2% |
| 30D | +2.3% | +13.3% | -11.0% | -3.2% |
| 3M | -8.1% | +18.3% | -26.4% | -15.1% |
| 6M | +21.4% | +18.7% | +2.7% | +11.3% |
| YTD | +24.3% | +36.0% | -11.7% | +5.7% |
| 1Y | +47.4% | +32.6% | +14.8% | +26.8% |
| 3Y | +164.6% | +78.3% | +86.3% | +85.0% |
| 5Y | +100.2% | +121.6% | -21.4% | +9.6% |
| All | +100.2% | +117.4% | -17.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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