-37.4%
DOW vs MSCI
-6.7%
-30.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +0.4% | +0.6% | -0.2% | +0.2% |
| 3M | -14.4% | -7.1% | -7.3% | -13.2% |
| 6M | -7.0% | +0.8% | -7.8% | -8.0% |
| YTD | +30.2% | +1.0% | +29.2% | +28.0% |
| 1Y | +29.2% | +4.3% | +24.9% | +25.4% |
| 3Y | -36.7% | +9.9% | -46.7% | -40.4% |
| All | -37.4% | -6.7% | -30.7% | -44.6% |
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