+9.6%
LVS vs MSTU
-87.7%
+97.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | +0.4% |
| 7D | -3.5% | -16.6% | +13.1% | -2.7% |
| 30D | -6.2% | +69.7% | -75.9% | -9.6% |
| 3M | -14.8% | -7.5% | -7.4% | -16.0% |
| 6M | -20.9% | -43.1% | +22.3% | -21.0% |
| YTD | -33.0% | -63.0% | +30.0% | -32.6% |
| 1Y | -20.0% | -93.8% | +73.8% | -11.4% |
| All | +9.6% | -87.7% | +97.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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