-20.2%
DOW vs MSCI
+34.1%
-54.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.6% |
| 7D | +5.2% | +3.0% | +2.2% | +4.6% |
| 30D | +13.2% | +17.8% | -4.6% | +9.7% |
| 3M | +10.1% | +15.2% | -5.1% | +7.0% |
| 6M | -13.1% | +16.5% | -29.6% | -16.2% |
| YTD | +46.1% | +16.4% | +29.8% | +40.0% |
| 1Y | +50.0% | +16.8% | +33.2% | +43.5% |
| 3Y | -20.2% | +35.8% | -56.0% | -29.8% |
| All | -20.2% | +34.1% | -54.3% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling