-17.7%
LVS vs MSCI
+4.9%
-22.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -3.2% | +0.6% | -3.8% | -3.3% |
| 3M | -12.0% | -7.1% | -4.9% | -11.2% |
| 6M | -19.9% | +0.8% | -20.7% | -20.2% |
| YTD | -30.6% | +1.0% | -31.6% | -30.8% |
| 1Y | -17.7% | +4.3% | -22.1% | -18.0% |
| All | -17.7% | +4.9% | -22.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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