-42.7%
LVS vs MSCI
+3,095.4%
-3,138.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | +11.1% | +2.8% | +8.2% | +9.3% |
| 30D | +14.7% | +15.4% | -0.7% | +5.0% |
| 3M | -10.9% | +13.4% | -24.4% | -17.8% |
| 6M | -22.3% | +10.9% | -33.3% | -28.2% |
| YTD | -35.8% | +13.0% | -48.8% | -42.0% |
| 1Y | -33.5% | +12.0% | -45.5% | -39.6% |
| 3Y | -11.7% | +34.1% | -45.8% | -32.0% |
| 5Y | +2.6% | +3.9% | -1.3% | -10.9% |
| 10Y | -11.9% | +802.0% | -813.9% | -85.8% |
| All | -42.7% | +3,095.4% | -3,138.1% | -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