+369.0%
MS vs DAL
+329.9%
+39.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | -0.3% | -13.9% | +13.7% | +6.3% |
| 3M | +0.3% | +1.1% | -0.8% | -0.9% |
| 6M | +31.3% | +26.2% | +5.1% | +17.1% |
| YTD | +24.7% | +16.4% | +8.2% | +14.9% |
| 1Y | +47.9% | +33.9% | +14.1% | +27.4% |
| 3Y | +178.3% | +93.4% | +85.0% | +94.9% |
| 5Y | +144.9% | +106.4% | +38.5% | +59.4% |
| 10Y | +804.5% | +143.0% | +661.6% | +394.7% |
| All | +369.0% | +329.9% | +39.1% | +14.6% |
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 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