+14.9%
DIA vs MSCI
+17.3%
-2.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.5% |
| 7D | +1.6% | +11.5% | -9.9% | +0.5% |
| 30D | +4.1% | +22.1% | -18.0% | +2.0% |
| 3M | -1.0% | +18.4% | -19.4% | -2.8% |
| 6M | +9.7% | +16.6% | -7.0% | +7.5% |
| YTD | +12.2% | +18.8% | -6.7% | +9.2% |
| 1Y | +14.9% | +19.0% | -4.1% | +11.8% |
| All | +14.9% | +17.3% | -2.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling