+12.5%
LVS vs MSTZ
-99.2%
+111.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.1% | -0.5% |
| 7D | +0.3% | -25.4% | +25.7% | -0.7% |
| 30D | -3.9% | -60.9% | +57.0% | -7.4% |
| 3M | -12.9% | -54.2% | +41.3% | -14.3% |
| 6M | -16.9% | -65.0% | +48.0% | -18.6% |
| YTD | -31.2% | -76.5% | +45.3% | -32.1% |
| 1Y | -16.4% | -23.4% | +7.0% | -10.0% |
| All | +12.5% | -99.2% | +111.7% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling