+39.2%
LVS vs MSI
+982.8%
-943.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.3% |
| 7D | -1.3% | +7.7% | -8.9% | -5.5% |
| 30D | +12.2% | +19.9% | -7.7% | +1.0% |
| 3M | -11.3% | +14.9% | -26.2% | -18.3% |
| 6M | -21.6% | +37.2% | -58.8% | -35.2% |
| YTD | -36.6% | +40.8% | -77.4% | -49.0% |
| 1Y | -38.4% | +38.1% | -76.5% | -50.0% |
| 3Y | -10.2% | +77.7% | -87.9% | -39.0% |
| 5Y | +9.4% | +129.0% | -119.6% | -37.3% |
| 10Y | -11.3% | +671.3% | -682.6% | -77.0% |
| All | +39.2% | +982.8% | -943.6% | -80.5% |
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 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