+64.1%
DIA vs MSCI
-10.9%
+75.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -0.1% |
| 7D | +0.1% | -2.1% | +2.1% | +0.6% |
| 30D | -2.1% | -1.7% | -0.3% | -1.7% |
| 3M | +4.2% | -8.2% | +12.4% | +6.0% |
| 6M | +11.9% | -2.4% | +14.3% | +11.7% |
| YTD | +10.8% | -2.8% | +13.6% | +10.3% |
| 1Y | +17.5% | -2.7% | +20.2% | +16.6% |
| 3Y | +59.9% | +7.3% | +52.6% | +51.7% |
| 5Y | +64.1% | -11.4% | +75.6% | +55.0% |
| All | +64.1% | -10.9% | +75.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling