+9.0%
LVS vs MSTZ
-99.1%
+108.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.6% | -8.3% | -1.4% |
| 7D | -4.3% | +24.8% | -29.1% | -3.3% |
| 30D | -6.8% | -59.2% | +52.4% | -10.0% |
| 3M | -15.6% | -56.9% | +41.2% | -17.3% |
| 6M | -20.6% | -57.6% | +37.0% | -21.4% |
| YTD | -33.4% | -73.6% | +40.2% | -33.8% |
| 1Y | -20.1% | -15.6% | -4.6% | -13.7% |
| All | +9.0% | -99.1% | +108.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling