+9.6%
LVS vs MSTZ
-99.1%
+108.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.4% |
| 7D | -3.5% | +17.0% | -20.5% | -2.7% |
| 30D | -6.2% | -61.8% | +55.5% | -9.7% |
| 3M | -14.8% | -54.6% | +39.8% | -16.3% |
| 6M | -20.9% | -59.3% | +38.4% | -21.8% |
| YTD | -33.0% | -74.6% | +41.5% | -33.6% |
| 1Y | -20.0% | -18.8% | -1.2% | -13.7% |
| All | +9.6% | -99.1% | +108.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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