+8.4%
LOW vs MSCI
-10.9%
+19.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.5% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | -10.1% | -1.7% | -8.4% | -9.6% |
| 3M | -2.9% | -8.2% | +5.4% | -0.4% |
| 6M | -19.4% | -2.4% | -17.0% | -19.5% |
| YTD | -15.4% | -2.8% | -12.6% | -16.0% |
| 1Y | -24.9% | -2.7% | -22.3% | -25.8% |
| 3Y | -7.8% | +7.3% | -15.1% | -14.5% |
| 5Y | +8.4% | -11.4% | +19.8% | +1.0% |
| All | +8.4% | -10.9% | +19.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling