-3.3%
LVS vs MSI
+605.3%
-608.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -6.2% | -0.8% | -5.5% | -6.0% |
| 3M | -14.8% | +13.9% | -28.8% | -20.2% |
| 6M | -20.9% | +1.3% | -22.2% | -22.1% |
| YTD | -33.0% | +22.3% | -55.3% | -40.1% |
| 1Y | -20.0% | -3.9% | -16.2% | -19.8% |
| 3Y | -6.9% | +69.9% | -76.8% | -32.5% |
| 5Y | +9.1% | +103.8% | -94.7% | -29.8% |
| All | -3.3% | +605.3% | -608.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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