+5.7%
LVS vs MSI
+97.7%
-92.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.7% | -4.0% | +1.3% | -1.2% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | -15.6% | +11.4% | -27.0% | -19.4% |
| 6M | -18.6% | +1.0% | -19.6% | -19.5% |
| YTD | -32.3% | +20.7% | -52.9% | -38.2% |
| 1Y | -18.0% | -2.7% | -15.3% | -17.8% |
| 3Y | -5.8% | +68.2% | -74.0% | -32.3% |
| 5Y | +5.7% | +100.0% | -94.2% | -36.0% |
| All | +5.7% | +97.7% | -92.0% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling