+26,270.4%
MNST vs LVS
+54.5%
+26,215.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -5.0% | +5.2% | -10.1% | -5.8% |
| 30D | +4.6% | +12.0% | -7.4% | +2.6% |
| 3M | +1.0% | -11.5% | +12.5% | +3.0% |
| 6M | +5.8% | -23.2% | +29.0% | +10.4% |
| YTD | +19.1% | -36.7% | +55.7% | +27.7% |
| 1Y | +30.9% | -36.8% | +67.7% | +40.4% |
| 3Y | +65.7% | -10.5% | +76.3% | +64.5% |
| 5Y | +99.0% | +5.1% | +93.9% | +86.6% |
| 10Y | +313.1% | -14.0% | +327.0% | +284.3% |
| All | +26,270.4% | +54.5% | +26,215.9% | +19,982.2% |
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