-33.5%
LVS vs MTSI
+38.8%
-72.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -0.4% |
| 7D | +11.1% | -10.0% | +21.1% | +11.1% |
| 30D | +14.7% | -37.2% | +51.9% | +14.9% |
| 3M | -10.9% | -30.1% | +19.1% | -10.8% |
| 6M | -22.3% | -31.9% | +9.6% | -23.4% |
| YTD | -35.8% | +23.2% | -59.0% | -40.8% |
| 1Y | -33.5% | +26.4% | -59.9% | -38.6% |
| All | -33.5% | +38.8% | -72.3% | -38.6% |
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