+13,824.1%
MA vs LVS
+15.6%
+13,808.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | +1.5% | -3.2% | +4.8% | +2.2% |
| 3M | +20.4% | -12.0% | +32.4% | +23.5% |
| 6M | +11.1% | -19.9% | +31.0% | +15.9% |
| YTD | +2.0% | -30.6% | +32.6% | +9.0% |
| 1Y | -2.2% | -17.7% | +15.6% | +0.4% |
| 3Y | +41.9% | -14.2% | +56.1% | +41.8% |
| 5Y | +75.4% | +9.6% | +65.7% | +61.2% |
| 10Y | +527.5% | +5.7% | +521.9% | +469.2% |
| All | +13,824.1% | +15.6% | +13,808.6% | +11,301.8% |
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