+10.8%
LVS vs MSTZ
-99.2%
+110.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.2% |
| 7D | -2.7% | -23.6% | +20.8% | -3.5% |
| 30D | -4.7% | -60.7% | +56.0% | -8.1% |
| 3M | -15.6% | -58.3% | +42.7% | -17.4% |
| 6M | -18.6% | -60.0% | +41.4% | -19.7% |
| YTD | -32.3% | -75.2% | +43.0% | -32.9% |
| 1Y | -18.0% | -19.9% | +1.9% | -11.6% |
| All | +10.8% | -99.2% | +110.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling