+254.1%
MP vs LVS
-6.5%
+260.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | -10.5% | +11.1% | -21.6% | -14.5% |
| 30D | -23.5% | +14.7% | -38.2% | -28.0% |
| 3M | -25.4% | -10.9% | -14.5% | -22.2% |
| 6M | -51.3% | -22.3% | -28.9% | -46.4% |
| YTD | -29.9% | -35.8% | +5.9% | -17.1% |
| 1Y | -31.8% | -33.5% | +1.6% | -20.6% |
| 3Y | +127.0% | -11.7% | +138.7% | +123.9% |
| 5Y | -3.3% | +2.6% | -5.9% | -15.5% |
| All | +254.1% | -6.5% | +260.6% | +228.9% |
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 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