+41.0%
LVS vs MAS
+337.1%
-296.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.8% | +3.0% |
| 7D | +13.4% | +14.2% | -0.8% | +4.5% |
| 30D | +12.2% | +26.8% | -14.6% | -3.3% |
| 3M | -10.7% | +13.1% | -23.9% | -17.8% |
| 6M | -19.8% | +27.9% | -47.8% | -33.0% |
| YTD | -35.8% | +38.7% | -74.5% | -50.2% |
| 1Y | -31.8% | +40.4% | -72.2% | -47.6% |
| 3Y | -10.7% | +66.1% | -76.8% | -40.8% |
| 5Y | +10.1% | +47.4% | -37.3% | -24.2% |
| 10Y | -11.8% | +238.3% | -250.2% | -68.5% |
| All | +41.0% | +337.1% | -296.2% | -74.2% |
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 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