+1,515.2%
LYV vs MAS
+382.1%
+1,133.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -1.5% | +2.4% | -3.8% | -2.8% |
| 30D | +2.6% | +19.8% | -17.3% | -7.0% |
| 3M | -3.6% | +9.8% | -13.4% | -8.9% |
| 6M | +4.4% | +15.8% | -11.3% | -5.3% |
| YTD | +23.0% | +31.8% | -8.8% | +2.3% |
| 1Y | +27.2% | +35.4% | -8.2% | +4.2% |
| 3Y | +105.2% | +59.2% | +46.0% | +47.2% |
| 5Y | +41.6% | +41.2% | +0.3% | +5.8% |
| 10Y | +553.7% | +221.6% | +332.0% | +192.8% |
| All | +1,515.2% | +382.1% | +1,133.1% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling