+611.0%
MS vs DAL
+122.2%
+488.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -4.1% |
| 7D | -3.4% | +4.6% | -8.0% | -5.2% |
| 30D | -3.9% | +2.3% | -6.2% | -4.9% |
| 3M | -15.9% | -8.1% | -7.8% | -13.0% |
| 6M | -2.5% | +21.4% | -23.9% | -11.4% |
| YTD | +5.1% | +24.3% | -19.2% | -6.1% |
| 1Y | +13.0% | +47.4% | -34.4% | -6.6% |
| 3Y | +160.7% | +164.6% | -3.9% | +56.7% |
| 5Y | +114.0% | +100.2% | +13.8% | +40.1% |
| All | +611.0% | +122.2% | +488.8% | +302.8% |
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