+52.3%
LVS vs MAS
+266.0%
-213.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -3.2% | -5.6% | +2.3% | 0.0% |
| 3M | -12.0% | +4.4% | -16.4% | -16.0% |
| 6M | -19.9% | +7.2% | -27.1% | -26.0% |
| YTD | -30.6% | +16.1% | -46.7% | -39.7% |
| 1Y | -17.7% | +0.1% | -17.8% | -22.0% |
| 3Y | -14.2% | +28.3% | -42.5% | -33.2% |
| 5Y | +9.6% | +30.5% | -20.8% | -18.8% |
| 10Y | +5.7% | +139.1% | -133.5% | -52.9% |
| All | +52.3% | +266.0% | -213.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling