-11.6%
LVS vs MTSI
+448.7%
-460.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -2.8% |
| 7D | +11.1% | -10.0% | +21.1% | +12.7% |
| 30D | +14.7% | -37.2% | +51.9% | +25.3% |
| 3M | -10.9% | -30.1% | +19.1% | -6.2% |
| 6M | -22.3% | -31.9% | +9.6% | -19.8% |
| YTD | -35.8% | +23.2% | -59.0% | -43.7% |
| 1Y | -33.5% | +26.4% | -59.9% | -42.3% |
| 3Y | -11.7% | +186.2% | -197.9% | -40.7% |
| 5Y | +2.6% | +187.0% | -184.4% | -32.5% |
| All | -11.6% | +448.7% | -460.3% | -57.3% |
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