+54.7%
MNST vs LVS
-8.9%
+63.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -6.5% | -1.5% | -5.0% | -6.3% |
| 30D | -7.2% | -3.2% | -4.0% | -6.8% |
| 3M | -1.0% | -12.0% | +11.0% | +0.7% |
| 6M | +11.5% | -19.9% | +31.4% | +14.7% |
| YTD | +14.3% | -30.6% | +44.9% | +19.9% |
| 1Y | +38.1% | -17.7% | +55.9% | +40.9% |
| All | +54.7% | -8.9% | +63.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling