0.0%
LVS vs MSCI
+615.8%
-615.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | -4.7% | -1.2% | -3.5% | -4.4% |
| 3M | -15.6% | -8.4% | -7.2% | -13.2% |
| 6M | -18.6% | -1.0% | -17.6% | -19.1% |
| YTD | -32.3% | -2.3% | -30.0% | -32.6% |
| 1Y | -18.0% | -1.2% | -16.9% | -19.3% |
| 3Y | -5.8% | +7.9% | -13.8% | -12.8% |
| 5Y | +5.7% | -10.1% | +15.8% | +1.5% |
| 10Y | 0.0% | +631.0% | -630.9% | -55.8% |
| All | 0.0% | +615.8% | -615.7% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling