-42.6%
LVS vs MSCI
+3,174.4%
-3,217.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.6% |
| 7D | +6.7% | +2.7% | +4.0% | +5.0% |
| 30D | +13.8% | +16.2% | -2.5% | +3.8% |
| 3M | -9.5% | +17.1% | -26.5% | -18.1% |
| 6M | -22.0% | +13.0% | -35.0% | -28.7% |
| YTD | -35.7% | +15.8% | -51.4% | -42.7% |
| 1Y | -36.7% | +15.5% | -52.2% | -43.6% |
| 3Y | -8.8% | +32.3% | -41.2% | -29.1% |
| 5Y | +9.5% | +8.2% | +1.4% | -7.2% |
| 10Y | -10.9% | +800.7% | -811.6% | -85.6% |
| All | -42.6% | +3,174.4% | -3,217.0% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling