+90.7%
DAL vs MSTU
-89.5%
+180.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +8.8% | -4.3% | +13.1% | +9.1% |
| 30D | +5.4% | -34.6% | +40.0% | +8.6% |
| 3M | -4.9% | +39.0% | -44.0% | -10.7% |
| 6M | +19.8% | -70.5% | +90.4% | +27.7% |
| YTD | +27.0% | -68.6% | +95.6% | +27.7% |
| 1Y | +52.5% | -88.6% | +141.1% | +69.9% |
| All | +90.7% | -89.5% | +180.2% | +91.2% |
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