+6.4%
LVS vs MTSI
+231.3%
-224.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -3.9% | +29.1% | -33.0% | -9.8% |
| 30D | +7.1% | -20.4% | +27.5% | +11.4% |
| 3M | -13.2% | -20.9% | +7.7% | -10.8% |
| 6M | -22.8% | -32.3% | +9.4% | -19.1% |
| YTD | -38.0% | +43.5% | -81.5% | -51.3% |
| 1Y | -39.5% | +43.8% | -83.3% | -52.7% |
| 3Y | -12.2% | +218.8% | -230.9% | -56.4% |
| 5Y | +6.4% | +228.3% | -221.9% | -53.2% |
| All | +6.4% | +231.3% | -224.8% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling