+25,218.8%
MNST vs LVS
+69.2%
+25,149.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | -1.0% | -12.0% | +11.0% | +1.0% |
| 6M | +11.5% | -19.9% | +31.4% | +15.4% |
| YTD | +14.3% | -30.6% | +44.9% | +20.8% |
| 1Y | +38.1% | -17.7% | +55.9% | +41.4% |
| 3Y | +55.0% | -14.2% | +69.2% | +54.9% |
| 5Y | +79.6% | +9.6% | +70.0% | +66.8% |
| 10Y | +241.8% | +5.7% | +236.1% | +207.5% |
| All | +25,218.8% | +69.2% | +25,149.6% | +18,902.4% |
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