+6.4%
LVS vs MOH
-19.7%
+26.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.5% |
| 7D | -3.5% | +1.7% | -5.2% | -3.5% |
| 30D | -6.2% | -0.9% | -5.4% | -6.2% |
| 3M | -14.8% | +5.7% | -20.5% | -15.1% |
| 6M | -20.9% | +39.1% | -60.0% | -22.2% |
| YTD | -33.0% | +17.7% | -50.7% | -33.8% |
| 1Y | -20.0% | +8.4% | -28.4% | -20.9% |
| 3Y | -6.9% | -36.6% | +29.6% | -4.3% |
| All | +6.4% | -19.7% | +26.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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