+794.2%
MS vs LVS
+1.0%
+793.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +2.5% | +0.3% | +2.1% | +2.3% |
| 30D | 0.0% | -3.9% | +3.9% | +1.3% |
| 3M | +2.4% | -12.9% | +15.3% | +7.2% |
| 6M | +36.4% | -16.9% | +53.3% | +44.8% |
| YTD | +23.8% | -31.2% | +55.1% | +40.2% |
| 1Y | +48.6% | -16.4% | +65.0% | +54.6% |
| 3Y | +179.1% | -4.4% | +183.6% | +166.0% |
| 5Y | +144.8% | +6.7% | +138.2% | +105.7% |
| 10Y | +794.2% | +1.4% | +792.7% | +656.0% |
| All | +794.2% | +1.0% | +793.1% | +656.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling