+445.3%
MP vs LVS
+1.1%
+444.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | -1.5% | -1.4% | -2.2% |
| 30D | +13.8% | -3.2% | +17.0% | +15.3% |
| 3M | -16.7% | -12.0% | -4.7% | -12.6% |
| 6M | -11.5% | -19.9% | +8.4% | -3.3% |
| YTD | +7.9% | -30.6% | +38.6% | +24.1% |
| 1Y | -15.0% | -17.7% | +2.7% | -10.5% |
| 3Y | +153.5% | -14.2% | +167.7% | +154.3% |
| 5Y | +58.7% | +9.6% | +49.0% | +34.9% |
| All | +445.3% | +1.1% | +444.2% | +392.7% |
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