+233.8%
LOW vs MSI
+593.5%
-359.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.6% | -4.0% | +3.4% | +1.2% |
| 30D | -9.3% | -0.5% | -8.8% | -9.2% |
| 3M | -8.1% | +11.4% | -19.5% | -12.7% |
| 6M | -19.8% | +1.0% | -20.7% | -20.9% |
| YTD | -16.4% | +20.7% | -37.0% | -24.2% |
| 1Y | -24.7% | -2.7% | -22.0% | -24.8% |
| 3Y | -8.8% | +68.2% | -77.0% | -31.5% |
| 5Y | +7.8% | +100.0% | -92.2% | -26.7% |
| 10Y | +233.8% | +596.9% | -363.0% | +41.5% |
| All | +233.8% | +593.5% | -359.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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