+878.4%
MSFT vs LOW
+233.5%
+644.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.8% | -3.7% | +2.9% | +0.7% |
| 30D | +0.8% | -8.9% | +9.7% | +4.6% |
| 3M | +27.2% | -10.4% | +37.6% | +32.3% |
| 6M | +22.9% | -19.4% | +42.3% | +32.6% |
| YTD | +3.1% | -17.1% | +20.3% | +9.2% |
| 1Y | -0.3% | -26.3% | +26.0% | +10.7% |
| 3Y | +50.1% | -9.9% | +60.0% | +48.2% |
| 5Y | +74.6% | +6.1% | +68.5% | +57.2% |
| All | +878.4% | +233.5% | +644.9% | +462.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling