+181.3%
MS vs LVS
-12.9%
+194.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.7% |
| 30D | -0.3% | -3.2% | +3.0% | +0.5% |
| 3M | +0.3% | -12.0% | +12.3% | +3.4% |
| 6M | +31.3% | -19.9% | +51.2% | +38.5% |
| YTD | +24.7% | -30.6% | +55.3% | +36.1% |
| 1Y | +47.9% | -17.7% | +65.7% | +53.0% |
| All | +181.3% | -12.9% | +194.3% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling