+133,470.8%
MSFT vs LOW
+35,323.5%
+98,147.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | +2.7% | -7.0% | +9.7% | +5.1% |
| 3M | +17.0% | -0.9% | +17.8% | +16.8% |
| 6M | +23.8% | -20.1% | +43.9% | +31.8% |
| YTD | +4.0% | -13.9% | +17.9% | +7.6% |
| 1Y | -0.8% | -21.1% | +20.3% | +5.3% |
| 3Y | +55.6% | -6.6% | +62.2% | +53.8% |
| 5Y | +72.9% | +9.4% | +63.5% | +61.3% |
| 10Y | +875.8% | +220.5% | +655.3% | +529.1% |
| All | +133,470.8% | +35,323.5% | +98,147.3% | +20,773.9% |
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