+13,824.2%
MA vs LOW
+845.1%
+12,979.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | +1.5% | -7.0% | +8.6% | +4.8% |
| 3M | +20.4% | -0.9% | +21.3% | +20.4% |
| 6M | +11.1% | -20.1% | +31.2% | +21.9% |
| YTD | +2.0% | -13.9% | +15.9% | +7.4% |
| 1Y | -2.2% | -21.1% | +19.0% | +7.1% |
| 3Y | +41.9% | -6.6% | +48.5% | +40.4% |
| 5Y | +75.4% | +9.4% | +66.0% | +57.7% |
| 10Y | +527.5% | +220.5% | +307.1% | +212.4% |
| All | +13,824.2% | +845.1% | +12,979.0% | +3,417.1% |
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