+1,515.2%
LYV vs MAS
+380.3%
+1,134.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.3% |
| 7D | -1.5% | +2.0% | -3.4% | -2.6% |
| 30D | +2.6% | +19.4% | -16.8% | -6.8% |
| 3M | -3.6% | +9.4% | -13.0% | -8.7% |
| 6M | +4.4% | +15.3% | -10.9% | -5.1% |
| YTD | +23.0% | +31.3% | -8.3% | +2.5% |
| 1Y | +27.2% | +34.9% | -7.7% | +4.4% |
| 3Y | +105.2% | +58.6% | +46.6% | +47.5% |
| 5Y | +41.6% | +40.7% | +0.9% | +6.0% |
| 10Y | +553.7% | +220.4% | +333.3% | +193.4% |
| All | +1,515.2% | +380.3% | +1,134.9% | +280.9% |
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 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