@sharetwits Does a monthly series show any change ? Weekly series are noisier, so betas can be underestimated. (higher propensity of mean reversion in that time frame)
@alphaarchitect If we take the lead from the left chart, the right chart makes it seem that 7.8% return is minuscule vs the huge 10.4%, at least measured in RedPointyLine Dollars. @ChartCrimes verdict please?