-10.9%
MP vs LVS
+8.6%
-19.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.4% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | -3.0% | +10.0% | -13.0% | -7.2% |
| 3M | -30.4% | -11.0% | -19.3% | -27.2% |
| 6M | -39.2% | -20.1% | -19.0% | -33.8% |
| YTD | -23.3% | -36.3% | +13.1% | -8.6% |
| 1Y | -32.6% | -36.8% | +4.2% | -19.6% |
| 3Y | +159.3% | -9.5% | +168.8% | +151.2% |
| All | -10.9% | +8.6% | -19.5% | -24.5% |
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