-16.4%
LVS vs MSCI
+0.3%
-16.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.2% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | -3.9% | -1.7% | -2.2% | -3.7% |
| 3M | -12.9% | -8.2% | -4.6% | -11.9% |
| 6M | -16.9% | -2.4% | -14.5% | -16.7% |
| YTD | -31.2% | -2.8% | -28.4% | -31.0% |
| 1Y | -16.4% | -2.7% | -13.7% | -15.9% |
| All | -16.4% | +0.3% | -16.7% | -15.9% |
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