+180.3%
DAL vs MTSI
+210.8%
-30.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.4% |
| 7D | +11.1% | -10.7% | +21.7% | +14.2% |
| 30D | +7.7% | -29.0% | +36.7% | +17.2% |
| 3M | -3.5% | -14.7% | +11.2% | -2.1% |
| 6M | +31.3% | -20.1% | +51.4% | +32.3% |
| YTD | +30.0% | +36.1% | -6.1% | +5.7% |
| 1Y | +62.1% | +61.7% | +0.3% | +21.8% |
| All | +180.3% | +210.8% | -30.6% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling