+15,762.5%
MA vs LOW
+978.7%
+14,783.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.8% | +8.7% | -6.9% | -2.1% |
| 30D | +11.8% | +25.5% | -13.6% | +0.7% |
| 3M | +17.2% | +6.6% | +10.6% | +13.4% |
| 6M | +33.4% | +2.4% | +31.0% | +30.9% |
| YTD | +16.1% | -1.7% | +17.9% | +14.9% |
| 1Y | +19.9% | +1.7% | +18.2% | +16.5% |
| 3Y | +70.1% | +26.6% | +43.5% | +45.7% |
| 5Y | +89.6% | +10.1% | +79.5% | +70.1% |
| 10Y | +568.4% | +303.3% | +265.1% | +198.6% |
| All | +15,762.5% | +978.7% | +14,783.8% | +3,660.9% |
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