+1,048.1%
LOW vs MSCI
+2,756.4%
-1,708.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -7.0% | +0.6% | -7.6% | -7.3% |
| 3M | -0.9% | -7.1% | +6.2% | +1.4% |
| 6M | -20.1% | +0.8% | -20.9% | -21.1% |
| YTD | -13.9% | +1.0% | -14.9% | -15.7% |
| 1Y | -21.1% | +4.3% | -25.5% | -24.1% |
| 3Y | -6.6% | +9.9% | -16.6% | -14.0% |
| 5Y | +9.4% | -6.8% | +16.1% | +4.7% |
| 10Y | +220.5% | +614.7% | -394.2% | +37.6% |
| All | +1,048.1% | +2,756.4% | -1,708.3% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling