-11.3%
LVS vs MAS
+61.2%
-72.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +1.5% |
| 7D | +11.4% | +4.6% | +6.8% | +9.8% |
| 30D | +13.6% | +19.9% | -6.3% | +7.2% |
| 3M | -10.0% | +8.9% | -18.9% | -12.6% |
| 6M | -20.6% | +20.2% | -40.7% | -26.2% |
| YTD | -35.5% | +33.9% | -69.4% | -43.4% |
| 1Y | -32.9% | +34.7% | -67.5% | -41.4% |
| All | -11.3% | +61.2% | -72.5% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling