+9.5%
LVS vs MSI
+125.1%
-115.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.7% | +7.4% | -0.7% | +3.7% |
| 30D | +13.8% | +18.7% | -5.0% | +6.1% |
| 3M | -9.5% | +14.5% | -23.9% | -14.4% |
| 6M | -22.0% | +38.1% | -60.1% | -32.0% |
| YTD | -35.7% | +38.7% | -74.4% | -44.7% |
| 1Y | -36.7% | +35.4% | -72.1% | -45.0% |
| 3Y | -8.8% | +75.1% | -83.9% | -34.8% |
| 5Y | +9.5% | +126.4% | -116.9% | -39.5% |
| All | +9.5% | +125.1% | -115.6% | -39.5% |
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