-31.8%
LVS vs MCO
+9.9%
-41.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.9% | +1.6% | +5.1% |
| 7D | +13.4% | +10.7% | +2.7% | +10.5% |
| 30D | +12.2% | +17.9% | -5.7% | +7.7% |
| 3M | -10.7% | +9.5% | -20.2% | -12.9% |
| 6M | -19.8% | +18.1% | -37.9% | -23.0% |
| YTD | -35.8% | +4.1% | -39.9% | -38.6% |
| 1Y | -31.8% | +9.3% | -41.1% | -35.3% |
| All | -31.8% | +9.9% | -41.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling