+6.3%
LOW vs MSI
+126.2%
-119.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +0.1% | +2.6% | -2.5% | -0.9% |
| 30D | +21.3% | +18.1% | +3.2% | +13.7% |
| 3M | +6.0% | +13.2% | -7.2% | +0.9% |
| 6M | +2.6% | +36.3% | -33.7% | -9.7% |
| YTD | -3.6% | +39.5% | -43.1% | -16.8% |
| 1Y | -1.0% | +36.9% | -37.8% | -13.8% |
| 3Y | +24.2% | +76.1% | -51.9% | -7.6% |
| 5Y | +6.3% | +123.7% | -117.4% | -31.2% |
| All | +6.3% | +126.2% | -119.9% | -31.2% |
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