+569.6%
MA vs LOW
+303.6%
+265.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | +1.0% | -2.7% | -2.2% |
| 30D | +11.0% | +25.6% | -14.6% | +0.5% |
| 3M | +17.9% | +5.3% | +12.5% | +14.9% |
| 6M | +33.2% | +3.7% | +29.4% | +30.1% |
| YTD | +16.5% | -1.9% | +18.3% | +15.3% |
| 1Y | +19.1% | +0.6% | +18.5% | +16.5% |
| 3Y | +70.6% | +26.4% | +44.1% | +46.4% |
| 5Y | +92.1% | +10.1% | +82.0% | +72.4% |
| 10Y | +569.6% | +301.3% | +268.3% | +230.3% |
| All | +569.6% | +303.6% | +265.9% | +230.3% |
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