+568.4%
MA vs DAL
+128.3%
+440.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +1.8% | +10.7% | -8.9% | -1.4% |
| 30D | +11.8% | +12.5% | -0.7% | +7.6% |
| 3M | +17.2% | +3.6% | +13.5% | +15.4% |
| 6M | +33.4% | +26.7% | +6.7% | +22.7% |
| YTD | +16.1% | +34.3% | -18.1% | +3.8% |
| 1Y | +19.9% | +59.1% | -39.2% | +1.3% |
| 3Y | +70.1% | +179.9% | -109.8% | +11.3% |
| 5Y | +89.6% | +119.1% | -29.5% | +30.8% |
| 10Y | +568.4% | +125.6% | +442.8% | +334.6% |
| All | +568.4% | +128.3% | +440.2% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling