+56.8%
DOW vs MSCI
+12.8%
+44.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.8% |
| 7D | +3.7% | -0.7% | +4.3% | +3.6% |
| 30D | +16.3% | +16.2% | +0.1% | +17.8% |
| 3M | +9.7% | +16.1% | -6.4% | +11.2% |
| 6M | -14.1% | +12.9% | -27.0% | -12.7% |
| YTD | +46.6% | +14.8% | +31.8% | +47.6% |
| 1Y | +56.8% | +13.8% | +43.0% | +60.3% |
| All | +56.8% | +12.8% | +44.0% | +60.3% |
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