+15,614.6%
MA vs LOW
+944.6%
+14,670.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +2.3% | +7.4% | -5.1% | -1.0% |
| 30D | +14.7% | +24.5% | -9.8% | +3.6% |
| 3M | +13.5% | +3.5% | +10.0% | +11.3% |
| 6M | +33.1% | -2.6% | +35.7% | +33.6% |
| YTD | +15.1% | -4.8% | +19.9% | +15.5% |
| 1Y | +18.7% | -0.8% | +19.5% | +16.7% |
| 3Y | +72.1% | +22.8% | +49.3% | +49.5% |
| 5Y | +92.8% | +5.3% | +87.5% | +76.6% |
| 10Y | +571.6% | +309.5% | +262.2% | +197.7% |
| All | +15,614.6% | +944.6% | +14,670.0% | +3,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling