+101.6%
DAL vs MSTZ
-99.3%
+200.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | +1.1% |
| 7D | +10.7% | +21.1% | -10.4% | +12.9% |
| 30D | +12.5% | +40.1% | -27.6% | +17.0% |
| 3M | +3.6% | -66.1% | +69.7% | -2.1% |
| 6M | +26.7% | -20.7% | +47.5% | +34.3% |
| YTD | +34.3% | -78.6% | +112.9% | +32.4% |
| 1Y | +59.1% | -55.5% | +114.6% | +72.5% |
| All | +101.6% | -99.3% | +200.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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