+1,120.6%
MSTR vs LOW
+3,067.3%
-1,946.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -1.2% | +7.4% | -8.6% | -4.5% |
| 30D | -15.9% | +24.5% | -40.4% | -24.5% |
| 3M | +33.1% | +3.5% | +29.7% | +30.3% |
| 6M | -31.0% | -2.6% | -28.4% | -31.1% |
| YTD | -15.1% | -4.8% | -10.3% | -14.8% |
| 1Y | -45.6% | -0.8% | -44.8% | -46.9% |
| 3Y | +180.5% | +22.8% | +157.7% | +147.7% |
| 5Y | +61.7% | +5.3% | +56.4% | +58.1% |
| 10Y | +578.0% | +309.5% | +268.5% | +241.5% |
| All | +1,120.6% | +3,067.3% | -1,946.7% | +61.7% |
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