-10.9%
LVS vs MTSI
+454.4%
-465.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +6.7% | -3.8% | +10.5% | +6.7% |
| 30D | +13.8% | -31.4% | +45.2% | +21.8% |
| 3M | -9.5% | -23.8% | +14.3% | -6.6% |
| 6M | -22.0% | -37.1% | +15.1% | -17.5% |
| YTD | -35.7% | +32.2% | -67.9% | -44.6% |
| 1Y | -36.7% | +26.9% | -63.6% | -45.0% |
| 3Y | -8.8% | +193.7% | -202.6% | -39.0% |
| 5Y | +9.5% | +218.0% | -208.5% | -29.6% |
| 10Y | -10.9% | +477.8% | -488.7% | -57.4% |
| All | -10.9% | +454.4% | -465.3% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling