+122.8%
DAL vs MTSI
+448.7%
-325.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | -0.4% |
| 7D | +8.8% | -10.0% | +18.8% | +10.8% |
| 30D | +5.4% | -37.2% | +42.6% | +16.1% |
| 3M | -4.9% | -30.1% | +25.1% | +1.1% |
| 6M | +19.8% | -31.9% | +51.7% | +25.9% |
| YTD | +27.0% | +23.2% | +3.8% | +13.8% |
| 1Y | +52.5% | +26.4% | +26.1% | +35.5% |
| 3Y | +173.8% | +186.2% | -12.3% | +95.3% |
| 5Y | +104.5% | +187.0% | -82.5% | +42.7% |
| All | +122.8% | +448.7% | -325.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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