+168.1%
DAL vs MTSI
+153.8%
+14.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.4% | +14.0% | +0.5% |
| 7D | +4.6% | -24.6% | +29.1% | +12.0% |
| 30D | +2.3% | -45.7% | +48.0% | +19.2% |
| 3M | -8.1% | -27.7% | +19.7% | -3.1% |
| 6M | +21.4% | -37.3% | +58.7% | +30.4% |
| YTD | +24.3% | +11.1% | +13.2% | +6.2% |
| 1Y | +47.4% | +27.2% | +20.2% | +18.2% |
| All | +168.1% | +153.8% | +14.3% | +57.6% |
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