+561.7%
LYV vs MAS
+137.3%
+424.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.7% |
| 7D | -3.8% | +1.0% | -4.8% | -4.2% |
| 30D | -5.7% | -8.1% | +2.4% | -2.2% |
| 3M | +6.9% | +3.3% | +3.6% | +4.0% |
| 6M | +9.2% | +12.4% | -3.3% | +1.4% |
| YTD | +19.6% | +13.3% | +6.3% | +9.7% |
| 1Y | +0.6% | -4.7% | +5.3% | -0.3% |
| 3Y | +110.6% | +33.0% | +77.6% | +70.2% |
| 5Y | +96.6% | +33.9% | +62.7% | +54.3% |
| All | +561.7% | +137.3% | +424.4% | +272.8% |
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