+21.5%
LYV vs MAS
+40.8%
-19.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +1.3% |
| 7D | +6.2% | +14.2% | -8.0% | +3.5% |
| 30D | +7.3% | +26.8% | -19.5% | +2.7% |
| 3M | -0.3% | +13.1% | -13.4% | -2.8% |
| 6M | +16.2% | +27.9% | -11.7% | +9.8% |
| YTD | +28.5% | +38.7% | -10.1% | +16.5% |
| 1Y | +21.5% | +40.4% | -18.9% | +9.4% |
| All | +21.5% | +40.8% | -19.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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