+1,542.9%
LYV vs MAS
+397.2%
+1,145.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.6% |
| 7D | -0.3% | +3.6% | -3.9% | -2.3% |
| 30D | +4.6% | +23.8% | -19.2% | -6.8% |
| 3M | -3.5% | +14.4% | -17.9% | -10.6% |
| 6M | +9.2% | +19.7% | -10.6% | -2.8% |
| YTD | +25.1% | +36.0% | -10.9% | +2.3% |
| 1Y | +24.3% | +40.4% | -16.0% | -0.1% |
| 3Y | +103.7% | +58.9% | +44.7% | +46.3% |
| 5Y | +55.0% | +44.5% | +10.4% | +14.4% |
| 10Y | +519.4% | +214.8% | +304.6% | +180.8% |
| All | +1,542.9% | +397.2% | +1,145.6% | +280.2% |
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