+514.9%
MKSI vs LYV
+564.6%
-49.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +2.7% | -1.9% | +4.6% | +3.6% |
| 30D | -12.8% | -8.2% | -4.6% | -9.3% |
| 3M | -22.5% | -1.3% | -21.3% | -22.8% |
| 6M | +19.4% | +2.6% | +16.8% | +16.5% |
| YTD | +67.7% | +19.4% | +48.3% | +51.1% |
| 1Y | +131.4% | -2.2% | +133.7% | +127.8% |
| 3Y | +197.3% | +106.0% | +91.3% | +105.6% |
| 5Y | +87.0% | +97.7% | -10.7% | +28.8% |
| All | +514.9% | +564.6% | -49.7% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling