+100.7%
DAL vs MSTU
-90.1%
+190.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.1% | +10.4% | +5.7% |
| 7D | +10.0% | -9.3% | +19.3% | +10.8% |
| 30D | +12.0% | -38.3% | +50.3% | +16.0% |
| 3M | +0.8% | +24.0% | -23.3% | -4.3% |
| 6M | +26.2% | -72.1% | +98.3% | +35.2% |
| YTD | +33.7% | -70.2% | +103.9% | +35.1% |
| 1Y | +57.6% | -89.6% | +147.2% | +77.1% |
| All | +100.7% | -90.1% | +190.8% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling