+871.0%
DAL vs MTSI
+1,308.1%
-437.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -13.9% | +2.1% | -16.0% | -14.9% |
| 3M | +1.1% | -29.7% | +30.8% | +7.9% |
| 6M | +26.2% | +12.5% | +13.7% | +19.9% |
| YTD | +16.4% | +57.0% | -40.6% | +1.7% |
| 1Y | +33.9% | +103.9% | -70.1% | +9.4% |
| 3Y | +93.4% | +223.6% | -130.2% | +40.0% |
| 5Y | +106.4% | +321.6% | -215.2% | +39.5% |
| 10Y | +143.0% | +517.7% | -374.7% | +34.8% |
| All | +871.0% | +1,308.1% | -437.1% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling