+12.7%
LVS vs MTSI
+1,208.2%
-1,195.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.8% | -3.6% |
| 7D | -1.3% | +7.2% | -8.4% | -3.5% |
| 30D | +12.2% | -18.4% | +30.6% | +15.3% |
| 3M | -11.3% | -16.7% | +5.4% | -10.4% |
| 6M | -21.6% | -31.7% | +10.1% | -18.8% |
| YTD | -36.6% | +45.9% | -82.5% | -45.7% |
| 1Y | -38.4% | +47.0% | -85.4% | -47.5% |
| 3Y | -10.2% | +224.1% | -234.2% | -38.8% |
| 5Y | +9.4% | +238.5% | -229.1% | -27.3% |
| 10Y | -11.3% | +512.7% | -524.0% | -54.9% |
| All | +12.7% | +1,208.2% | -1,195.5% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling