+160.4%
MS vs LVS
-11.1%
+171.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | +11.1% | -12.6% | -4.1% |
| 30D | -3.8% | +14.7% | -18.4% | -7.1% |
| 3M | -14.6% | -10.9% | -3.7% | -12.3% |
| 6M | -5.1% | -22.3% | +17.3% | +0.8% |
| YTD | +4.5% | -35.8% | +40.3% | +16.1% |
| 1Y | +13.5% | -33.5% | +47.0% | +24.7% |
| 3Y | +160.4% | -11.7% | +172.1% | +144.3% |
| All | +160.4% | -11.1% | +171.6% | +144.3% |
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 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