+578.8%
MS vs LVS
-12.6%
+591.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.6% |
| 7D | +0.7% | +5.2% | -4.4% | -1.2% |
| 30D | -0.9% | +12.0% | -12.9% | -5.1% |
| 3M | -13.0% | -11.5% | -1.5% | -9.2% |
| 6M | -2.0% | -23.2% | +21.3% | +7.2% |
| YTD | +7.8% | -36.7% | +44.5% | +25.6% |
| 1Y | +17.9% | -36.8% | +54.6% | +37.3% |
| 3Y | +174.8% | -10.5% | +185.3% | +168.0% |
| 5Y | +119.9% | +5.1% | +114.8% | +85.5% |
| 10Y | +578.8% | -14.0% | +592.8% | +526.3% |
| All | +578.8% | -12.6% | +591.4% | +526.3% |
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