-10.9%
LVS vs MAS
+219.2%
-230.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +6.7% | +3.6% | +3.1% | +5.0% |
| 30D | +13.8% | +23.8% | -10.0% | +3.5% |
| 3M | -9.5% | +14.4% | -23.9% | -14.9% |
| 6M | -22.0% | +19.7% | -41.8% | -29.2% |
| YTD | -35.7% | +36.0% | -71.6% | -45.8% |
| 1Y | -36.7% | +40.4% | -77.0% | -47.5% |
| 3Y | -8.8% | +58.9% | -67.8% | -30.7% |
| 5Y | +9.5% | +44.5% | -35.0% | -14.6% |
| 10Y | -10.9% | +214.8% | -225.7% | -52.3% |
| All | -10.9% | +219.2% | -230.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling