+139,934.1%
MSFT vs LOW
+39,607.0%
+100,327.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | -1.8% | +21.7% | -23.5% | -8.0% |
| 3M | +5.6% | +5.0% | +0.6% | +3.6% |
| 6M | +29.8% | +4.6% | +25.2% | +26.8% |
| YTD | +9.0% | -3.5% | +12.5% | +8.4% |
| 1Y | +4.9% | +0.5% | +4.4% | +2.8% |
| 3Y | +46.2% | +24.8% | +21.4% | +31.1% |
| 5Y | +62.1% | +6.5% | +55.7% | +52.1% |
| 10Y | +899.6% | +294.6% | +605.1% | +502.6% |
| All | +139,934.1% | +39,607.0% | +100,327.1% | +20,929.7% |
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