-9.5%
LVS vs MAS
+215.0%
-224.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.8% | +3.0% | -3.8% | -2.2% |
| 30D | +10.0% | +22.4% | -12.4% | +0.5% |
| 3M | -11.0% | +14.5% | -25.5% | -16.4% |
| 6M | -20.1% | +27.1% | -47.3% | -29.5% |
| YTD | -36.3% | +35.8% | -72.1% | -46.3% |
| 1Y | -36.8% | +39.4% | -76.2% | -47.5% |
| 3Y | -9.5% | +60.3% | -69.8% | -31.5% |
| 5Y | +9.3% | +39.4% | -30.1% | -13.3% |
| All | -9.5% | +215.0% | -224.5% | -51.6% |
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