+233.8%
LOW vs MSCI
+615.8%
-381.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | -9.3% | -1.2% | -8.1% | -8.9% |
| 3M | -8.1% | -8.4% | +0.3% | -5.3% |
| 6M | -19.8% | -1.0% | -18.7% | -20.3% |
| YTD | -16.4% | -2.3% | -14.1% | -17.3% |
| 1Y | -24.7% | -1.2% | -23.5% | -26.2% |
| 3Y | -8.8% | +7.9% | -16.7% | -16.6% |
| 5Y | +7.8% | -10.1% | +17.8% | +3.8% |
| 10Y | +233.8% | +631.0% | -397.1% | +33.8% |
| All | +233.8% | +615.8% | -381.9% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling