+88.6%
DAL vs MSTU
-92.2%
+180.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.1% |
| 7D | -1.1% | -25.8% | +24.7% | +1.5% |
| 30D | +12.8% | -43.9% | +56.7% | +17.9% |
| 3M | -5.3% | +2.9% | -8.2% | -8.6% |
| 6M | +22.4% | -75.5% | +97.9% | +32.5% |
| YTD | +25.6% | -76.7% | +102.3% | +29.6% |
| 1Y | +45.5% | -88.9% | +134.5% | +61.6% |
| All | +88.6% | -92.2% | +180.8% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling