+227.5%
LOW vs MKSI
+524.1%
-296.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -3.7% | +2.7% | -6.4% | -4.4% |
| 30D | -8.9% | -12.8% | +3.9% | -6.2% |
| 3M | -10.4% | -22.5% | +12.1% | -7.2% |
| 6M | -19.4% | +19.4% | -38.8% | -26.1% |
| YTD | -17.1% | +67.7% | -84.8% | -31.2% |
| 1Y | -26.3% | +131.4% | -157.7% | -44.8% |
| 3Y | -9.9% | +197.3% | -207.2% | -41.9% |
| 5Y | +6.1% | +87.0% | -80.8% | -24.6% |
| All | +227.5% | +524.1% | -296.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling