+31.3%
DAL vs MTSI
-18.6%
+49.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.3% |
| 7D | +11.1% | -10.7% | +21.7% | +12.3% |
| 30D | +7.7% | -29.0% | +36.7% | +11.7% |
| 3M | -3.5% | -14.7% | +11.2% | -2.4% |
| 6M | +31.3% | -20.1% | +51.4% | +33.6% |
| All | +31.3% | -18.6% | +49.9% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling