+139,698.9%
MSFT vs LOW
+39,560.0%
+100,138.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -3.8% | +21.3% | -25.0% | -9.7% |
| 3M | +6.4% | +6.0% | +0.4% | +4.1% |
| 6M | +28.8% | +2.6% | +26.2% | +26.6% |
| YTD | +8.8% | -3.6% | +12.4% | +8.3% |
| 1Y | +3.2% | -1.0% | +4.1% | +1.5% |
| 3Y | +44.8% | +24.2% | +20.6% | +30.1% |
| 5Y | +61.8% | +6.3% | +55.5% | +51.9% |
| 10Y | +897.9% | +294.1% | +603.9% | +501.8% |
| All | +139,698.9% | +39,560.0% | +100,138.9% | +20,902.2% |
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