-7.4%
LVS vs MCO
+40.3%
-47.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -4.3% | -7.3% | +3.0% | -1.3% |
| 30D | -6.8% | -1.7% | -5.1% | -6.2% |
| 3M | -15.6% | +3.9% | -19.5% | -17.3% |
| 6M | -20.6% | +3.8% | -24.4% | -22.2% |
| YTD | -33.4% | -7.9% | -25.5% | -31.8% |
| 1Y | -20.1% | -6.8% | -13.3% | -19.0% |
| All | -7.4% | +40.3% | -47.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling