-10.8%
DOW vs MSCI
+224.0%
-234.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +0.4% | +0.6% | -0.2% | +0.1% |
| 3M | -14.4% | -7.1% | -7.3% | -12.9% |
| 6M | -7.0% | +0.8% | -7.8% | -8.3% |
| YTD | +30.2% | +1.0% | +29.2% | +27.3% |
| 1Y | +29.2% | +4.3% | +24.9% | +24.4% |
| 3Y | -36.7% | +9.9% | -46.7% | -41.3% |
| 5Y | -37.7% | -6.8% | -30.9% | -40.5% |
| All | -10.8% | +224.0% | -234.9% | -53.4% |
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