+381.8%
DAL vs MSI
+874.6%
-492.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.4% | -6.6% |
| 7D | +4.6% | +5.1% | -0.5% | +1.5% |
| 30D | +2.3% | +13.3% | -11.0% | -4.8% |
| 3M | -8.1% | +18.3% | -26.4% | -17.1% |
| 6M | +21.4% | +18.7% | +2.7% | +8.3% |
| YTD | +24.3% | +36.0% | -11.7% | +1.9% |
| 1Y | +47.4% | +32.6% | +14.8% | +22.4% |
| 3Y | +164.6% | +78.3% | +86.3% | +80.8% |
| 5Y | +100.2% | +121.6% | -21.4% | +18.5% |
| 10Y | +124.9% | +689.0% | -564.1% | -38.6% |
| All | +381.8% | +874.6% | -492.8% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling