+47.0%
LVS vs MOH
+522.7%
-475.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.1% |
| 7D | -3.5% | +1.7% | -5.2% | -3.9% |
| 30D | -6.2% | -0.9% | -5.4% | -6.1% |
| 3M | -14.8% | +5.7% | -20.5% | -16.5% |
| 6M | -20.9% | +39.1% | -60.0% | -28.1% |
| YTD | -33.0% | +17.7% | -50.7% | -37.7% |
| 1Y | -20.0% | +8.4% | -28.4% | -25.3% |
| 3Y | -6.9% | -36.6% | +29.6% | -5.4% |
| 5Y | +9.1% | -19.1% | +28.2% | +1.3% |
| 10Y | -1.1% | +262.8% | -264.0% | -47.7% |
| All | +47.0% | +522.7% | -475.7% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling