+24.7%
LOW vs MSI
+76.1%
-51.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | +21.3% | +18.1% | +3.2% | +16.2% |
| 3M | +6.0% | +13.2% | -7.2% | +2.6% |
| 6M | +2.6% | +36.3% | -33.7% | -5.6% |
| YTD | -3.6% | +39.5% | -43.1% | -12.5% |
| 1Y | -1.0% | +36.9% | -37.8% | -9.6% |
| All | +24.7% | +76.1% | -51.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling