+8.4%
LOW vs MSI
+100.4%
-92.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +0.4% | -5.8% | +6.1% | +2.7% |
| 30D | -10.1% | -1.0% | -9.1% | -9.8% |
| 3M | -2.9% | +14.2% | -17.0% | -8.1% |
| 6M | -19.4% | +1.0% | -20.5% | -20.3% |
| YTD | -15.4% | +21.5% | -36.9% | -22.9% |
| 1Y | -24.9% | -2.1% | -22.8% | -25.0% |
| 3Y | -7.8% | +69.3% | -77.1% | -31.3% |
| 5Y | +8.4% | +99.3% | -90.9% | -26.9% |
| All | +8.4% | +100.4% | -92.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling