+1,046.2%
MSTR vs LOW
+3,170.6%
-2,124.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +8.7% | -19.4% | -14.2% |
| 30D | -21.6% | +25.5% | -47.0% | -29.8% |
| 3M | +24.4% | +6.6% | +17.8% | +19.9% |
| 6M | -35.5% | +2.4% | -37.9% | -37.1% |
| YTD | -20.3% | -1.7% | -18.6% | -21.2% |
| 1Y | -49.3% | +1.7% | -51.0% | -51.1% |
| 3Y | +137.8% | +26.6% | +111.2% | +107.0% |
| 5Y | +48.3% | +10.1% | +38.2% | +42.0% |
| 10Y | +526.8% | +303.3% | +223.5% | +217.4% |
| All | +1,046.2% | +3,170.6% | -2,124.4% | +49.4% |
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 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