+6.4%
LVS vs MCO
+28.6%
-22.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -3.5% | -3.8% | +0.3% | -1.8% |
| 30D | -6.2% | -0.4% | -5.8% | -6.1% |
| 3M | -14.8% | +7.7% | -22.6% | -18.0% |
| 6M | -20.9% | +7.0% | -27.8% | -23.6% |
| YTD | -33.0% | -6.4% | -26.6% | -31.9% |
| 1Y | -20.0% | -7.6% | -12.4% | -18.4% |
| 3Y | -6.9% | +43.2% | -50.2% | -24.2% |
| All | +6.4% | +28.6% | -22.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling