+78.2%
MNST vs LVS
+4.5%
+73.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -4.5% | -3.9% | -0.6% | -3.9% |
| 3M | -2.5% | -12.9% | +10.4% | -0.3% |
| 6M | +14.1% | -16.9% | +31.1% | +17.3% |
| YTD | +12.6% | -31.2% | +43.8% | +19.0% |
| 1Y | +36.9% | -16.4% | +53.3% | +39.6% |
| 3Y | +53.1% | -4.4% | +57.5% | +49.7% |
| 5Y | +78.2% | +6.7% | +71.6% | +63.8% |
| All | +78.2% | +4.5% | +73.7% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling