+513.2%
MA vs LOW
+225.8%
+287.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | +0.8% | -9.3% | +10.0% | +5.0% |
| 3M | +14.8% | -8.1% | +22.9% | +18.6% |
| 6M | +10.0% | -19.8% | +29.7% | +19.9% |
| YTD | -0.1% | -16.4% | +16.3% | +6.3% |
| 1Y | -2.2% | -24.7% | +22.4% | +8.8% |
| 3Y | +39.3% | -8.8% | +48.1% | +39.0% |
| 5Y | +66.3% | +7.8% | +58.6% | +50.0% |
| 10Y | +513.2% | +233.8% | +279.4% | +233.0% |
| All | +513.2% | +225.8% | +287.4% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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