+5,526.8%
MS vs LOW
+19,778.0%
-14,251.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | +0.9% | +25.6% | -24.7% | -11.8% |
| 3M | -10.8% | +5.3% | -16.2% | -14.2% |
| 6M | +0.9% | +3.7% | -2.8% | -3.1% |
| YTD | +9.8% | -1.9% | +11.7% | +7.8% |
| 1Y | +17.1% | +0.6% | +16.5% | +13.0% |
| 3Y | +175.7% | +26.4% | +149.3% | +128.2% |
| 5Y | +125.9% | +10.1% | +115.7% | +97.4% |
| 10Y | +556.2% | +301.3% | +254.9% | +143.8% |
| All | +5,526.8% | +19,778.0% | -14,251.2% | +365.8% |
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