+526.8%
LYV vs MAS
+215.0%
+311.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +1.8% | +3.0% | -1.2% | +0.4% |
| 30D | +5.7% | +22.4% | -16.7% | -3.7% |
| 3M | -4.1% | +14.5% | -18.6% | -10.1% |
| 6M | +5.9% | +27.1% | -21.2% | -6.6% |
| YTD | +25.2% | +35.8% | -10.5% | +5.4% |
| 1Y | +30.4% | +39.4% | -9.0% | +8.2% |
| 3Y | +103.6% | +60.3% | +43.4% | +50.2% |
| 5Y | +58.9% | +39.4% | +19.5% | +23.2% |
| All | +526.8% | +215.0% | +311.8% | +211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling