+351.3%
DAL vs MSI
+780.0%
-428.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +0.1% | -3.7% | +3.8% | +2.2% |
| 30D | -13.9% | +6.8% | -20.8% | -17.6% |
| 3M | +1.1% | +14.3% | -13.2% | -6.9% |
| 6M | +26.2% | -1.6% | +27.8% | +25.5% |
| YTD | +16.4% | +22.8% | -6.4% | +1.4% |
| 1Y | +33.9% | -1.1% | +35.0% | +31.2% |
| 3Y | +93.4% | +70.5% | +22.9% | +35.3% |
| 5Y | +106.4% | +102.8% | +3.6% | +28.2% |
| 10Y | +143.0% | +597.4% | -454.4% | -28.8% |
| All | +351.3% | +780.0% | -428.8% | -16.1% |
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