-0.3%
MSFT vs LOW
-25.0%
+24.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.7% |
| 7D | -0.8% | -3.7% | +2.9% | -1.0% |
| 30D | +0.8% | -8.9% | +9.7% | +0.4% |
| 3M | +27.2% | -10.4% | +37.6% | +26.5% |
| 6M | +22.9% | -19.4% | +42.3% | +21.3% |
| YTD | +3.1% | -17.1% | +20.3% | +2.0% |
| 1Y | -0.3% | -26.3% | +26.0% | -2.4% |
| All | -0.3% | -25.0% | +24.7% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling