-31.8%
LVS vs MTSI
+59.5%
-91.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.5% |
| 7D | +13.4% | -10.7% | +24.1% | +13.5% |
| 30D | +12.2% | -29.0% | +41.2% | +12.6% |
| 3M | -10.7% | -14.7% | +4.0% | -10.9% |
| 6M | -19.8% | -20.1% | +0.3% | -21.4% |
| YTD | -35.8% | +36.1% | -71.9% | -40.7% |
| 1Y | -31.8% | +61.7% | -93.5% | -37.7% |
| All | -31.8% | +59.5% | -91.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling