+513.2%
MA vs LVS
+0.3%
+513.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -3.5% | -2.7% | -0.8% | -2.7% |
| 30D | +0.8% | -4.7% | +5.5% | +2.2% |
| 3M | +14.8% | -15.6% | +30.4% | +20.7% |
| 6M | +10.0% | -18.6% | +28.6% | +16.5% |
| YTD | -0.1% | -32.3% | +32.2% | +11.1% |
| 1Y | -2.2% | -18.0% | +15.8% | +1.5% |
| 3Y | +39.3% | -5.8% | +45.1% | +33.4% |
| 5Y | +66.3% | +5.7% | +60.6% | +43.0% |
| 10Y | +513.2% | 0.0% | +513.2% | +422.9% |
| All | +513.2% | +0.3% | +513.0% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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