+52.3%
LVS vs MSI
+844.5%
-792.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.5% | -3.7% | +2.2% | +0.6% |
| 30D | -3.2% | +6.8% | -10.1% | -7.1% |
| 3M | -12.0% | +14.3% | -26.3% | -18.9% |
| 6M | -19.9% | -1.6% | -18.3% | -20.3% |
| YTD | -30.6% | +22.8% | -53.4% | -39.6% |
| 1Y | -17.7% | -1.1% | -16.6% | -19.3% |
| 3Y | -14.2% | +70.5% | -84.7% | -40.6% |
| 5Y | +9.6% | +102.8% | -93.2% | -32.7% |
| 10Y | +5.7% | +597.4% | -591.7% | -71.0% |
| All | +52.3% | +844.5% | -792.2% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling