+100.2%
DAL vs MTSI
+153.3%
-53.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.4% | +14.0% | +1.5% |
| 7D | +4.6% | -24.6% | +29.1% | +13.6% |
| 30D | +2.3% | -45.7% | +48.0% | +22.8% |
| 3M | -8.1% | -27.7% | +19.7% | -2.1% |
| 6M | +21.4% | -37.3% | +58.7% | +32.2% |
| YTD | +24.3% | +11.1% | +13.2% | +5.0% |
| 1Y | +47.4% | +27.2% | +20.2% | +16.4% |
| 3Y | +164.6% | +153.7% | +10.9% | +43.1% |
| 5Y | +100.2% | +159.0% | -58.8% | -6.5% |
| All | +100.2% | +153.3% | -53.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling