For my portfolio I perform beta analysis on my investment stocks versus market indices like the MSCI World etc. Looking at recent years (let's say a 2 year weekly period) my beta regressions have show very insignificant results. I believe main results of this are changing market environments due to:
* Interest rate expectations (Fed policy changes)
* Sector rotation (AI/Tech dominance vs. broadening)
* Geopolitical events (Ukraine, Middle East, trade tensions)
* Monetary policy divergence across regions
Anyone else experiencing this and how do you tackle this?