+492.2%
DIA vs MSCI
+3,095.4%
-2,603.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -0.9% | +2.8% | -3.8% | -1.8% |
| 30D | +0.3% | +15.4% | -15.2% | -4.2% |
| 3M | -4.5% | +13.4% | -17.9% | -8.3% |
| 6M | +3.4% | +10.9% | -7.6% | -0.7% |
| YTD | +7.8% | +13.0% | -5.2% | +2.3% |
| 1Y | +10.7% | +12.0% | -1.3% | +5.4% |
| 3Y | +57.5% | +34.1% | +23.4% | +38.8% |
| 5Y | +53.7% | +3.9% | +49.8% | +42.8% |
| 10Y | +247.2% | +802.0% | -554.8% | +60.8% |
| All | +492.2% | +3,095.4% | -2,603.2% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling