+936.7%
DAL vs MTSI
+896.6%
+40.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.4% | +14.0% | -0.3% |
| 7D | +4.6% | -24.6% | +29.1% | +10.7% |
| 30D | +2.3% | -45.7% | +48.0% | +15.9% |
| 3M | -8.1% | -27.7% | +19.7% | -3.6% |
| 6M | +21.4% | -37.3% | +58.7% | +29.7% |
| YTD | +24.3% | +11.1% | +13.2% | +15.2% |
| 1Y | +47.4% | +27.2% | +20.2% | +31.8% |
| 3Y | +164.6% | +153.7% | +10.9% | +99.1% |
| 5Y | +100.2% | +159.0% | -58.8% | +47.5% |
| 10Y | +124.9% | +405.6% | -280.7% | +29.1% |
| All | +936.7% | +896.6% | +40.2% | +418.0% |
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