+39.1%
MA vs LYV
+109.4%
-70.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | +1.7% | -8.2% | +9.9% | +3.6% |
| 3M | +17.2% | -1.3% | +18.5% | +17.4% |
| 6M | +13.3% | +2.6% | +10.7% | +12.3% |
| YTD | +0.2% | +19.4% | -19.2% | -4.6% |
| 1Y | -2.7% | -2.2% | -0.5% | -2.4% |
| 3Y | +39.1% | +106.0% | -67.0% | +14.5% |
| All | +39.1% | +109.4% | -70.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 3y: compounded portfolio wealth divided by compounded LYV 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…
3y analysis · Full analysis span regression · 6 months rolling