-6.2%
DOW vs MSCI
+265.6%
-271.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -9.4% | +1.5% | -10.9% | -9.9% |
| 30D | +8.9% | +14.4% | -5.5% | +4.1% |
| 3M | +6.7% | +15.2% | -8.5% | +1.5% |
| 6M | -14.2% | +11.2% | -25.4% | -18.0% |
| YTD | +36.9% | +13.9% | +23.0% | +28.4% |
| 1Y | +45.8% | +12.5% | +33.2% | +37.3% |
| 3Y | -23.9% | +32.3% | -56.2% | -33.9% |
| 5Y | -30.8% | +4.9% | -35.6% | -36.3% |
| All | -6.2% | +265.6% | -271.8% | -53.0% |
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