+122.9%
MS vs LVS
+8.6%
+114.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +5.7% | +10.0% | -4.3% | +3.0% |
| 3M | -12.2% | -11.0% | -1.1% | -9.7% |
| 6M | -0.5% | -20.1% | +19.7% | +4.9% |
| YTD | +9.8% | -36.3% | +46.2% | +22.3% |
| 1Y | +17.7% | -36.8% | +54.6% | +31.3% |
| 3Y | +176.8% | -9.5% | +186.4% | +169.9% |
| All | +122.9% | +8.6% | +114.3% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling