+15,808.0%
MA vs LVS
+5.6%
+15,802.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | +11.0% | +12.2% | -1.2% | +8.4% |
| 3M | +17.9% | -11.3% | +29.2% | +20.6% |
| 6M | +33.2% | -21.6% | +54.8% | +39.6% |
| YTD | +16.5% | -36.6% | +53.1% | +26.7% |
| 1Y | +19.1% | -38.4% | +57.5% | +30.2% |
| 3Y | +70.6% | -10.2% | +80.7% | +68.9% |
| 5Y | +92.1% | +9.4% | +82.7% | +77.4% |
| 10Y | +569.6% | -11.3% | +580.9% | +527.7% |
| All | +15,808.0% | +5.6% | +15,802.3% | +13,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling