-16.7%
DOW vs MSCI
+11.6%
-28.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.9% |
| 7D | -9.5% | +2.8% | -12.3% | -9.4% |
| 30D | +13.1% | +15.4% | -2.3% | +13.6% |
| 3M | +4.8% | +13.4% | -8.6% | +5.2% |
| 6M | -16.7% | +10.9% | -27.6% | -16.3% |
| All | -16.7% | +11.6% | -28.3% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling