-22.3%
LVS vs MSCI
+11.6%
-34.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +11.1% | +2.8% | +8.2% | +10.4% |
| 30D | +14.7% | +15.4% | -0.7% | +11.4% |
| 3M | -10.9% | +13.4% | -24.4% | -13.2% |
| 6M | -22.3% | +10.9% | -33.3% | -25.5% |
| All | -22.3% | +11.6% | -34.0% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling