+320.4%
MS vs DAL
+379.9%
-59.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -2.9% | +1.2% |
| 7D | +2.6% | +11.1% | -8.4% | -1.9% |
| 30D | +2.6% | +7.7% | -5.1% | -0.8% |
| 3M | -10.1% | -3.5% | -6.6% | -9.0% |
| 6M | +4.4% | +31.3% | -26.9% | -8.3% |
| YTD | +11.7% | +30.0% | -18.2% | -2.0% |
| 1Y | +20.9% | +62.1% | -41.1% | -3.8% |
| 3Y | +177.1% | +176.6% | +0.5% | +65.9% |
| 5Y | +127.7% | +126.2% | +1.6% | +42.7% |
| 10Y | +684.1% | +135.1% | +549.0% | +334.8% |
| All | +320.4% | +379.9% | -59.5% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling