-11.6%
LVS vs MAS
+213.7%
-225.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.4% |
| 7D | +11.1% | +2.0% | +9.1% | +10.2% |
| 30D | +14.7% | +19.4% | -4.7% | +6.1% |
| 3M | -10.9% | +9.4% | -20.4% | -14.6% |
| 6M | -22.3% | +15.3% | -37.7% | -28.3% |
| YTD | -35.8% | +31.3% | -67.1% | -45.0% |
| 1Y | -33.5% | +34.9% | -68.3% | -43.8% |
| 3Y | -11.7% | +58.6% | -70.3% | -32.9% |
| 5Y | +2.6% | +40.7% | -38.1% | -19.0% |
| All | -11.6% | +213.7% | -225.3% | -52.4% |
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