+26.2%
DAL vs MSI
-1.7%
+28.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +0.1% | -3.7% | +3.8% | +0.7% |
| 30D | -13.9% | +6.8% | -20.8% | -15.2% |
| 3M | +1.1% | +14.3% | -13.2% | -2.4% |
| 6M | +26.2% | -1.6% | +27.8% | +36.2% |
| All | +26.2% | -1.7% | +28.0% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling