+6,288.2%
MS vs LOW
+17,337.3%
-11,049.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.5% |
| 7D | +1.4% | -1.7% | +3.1% | +2.4% |
| 30D | -0.3% | -7.0% | +6.8% | +3.9% |
| 3M | +0.3% | -0.9% | +1.2% | -0.3% |
| 6M | +31.3% | -20.1% | +51.4% | +47.0% |
| YTD | +24.7% | -13.9% | +38.6% | +32.9% |
| 1Y | +47.9% | -21.1% | +69.1% | +65.0% |
| 3Y | +178.3% | -6.6% | +185.0% | +176.6% |
| 5Y | +144.9% | +9.4% | +135.5% | +115.7% |
| 10Y | +804.5% | +220.5% | +584.0% | +285.6% |
| All | +6,288.2% | +17,337.3% | -11,049.0% | +474.1% |
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