+240.9%
DIA vs MSCI
+799.4%
-558.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | +1.4% | +14.4% | -13.0% | -3.1% |
| 3M | -2.7% | +15.2% | -17.9% | -7.4% |
| 6M | +6.2% | +11.2% | -5.0% | +1.5% |
| YTD | +10.1% | +13.9% | -3.8% | +3.7% |
| 1Y | +13.0% | +12.5% | +0.5% | +6.9% |
| 3Y | +61.9% | +32.3% | +29.6% | +40.8% |
| 5Y | +57.1% | +4.9% | +52.2% | +44.4% |
| 10Y | +240.9% | +779.7% | -538.8% | +52.2% |
| All | +240.9% | +799.4% | -558.5% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling