+145.1%
MS vs LVS
+8.8%
+136.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.8% |
| 30D | -0.3% | -3.2% | +3.0% | +0.5% |
| 3M | +0.3% | -12.0% | +12.3% | +3.3% |
| 6M | +31.3% | -19.9% | +51.2% | +38.4% |
| YTD | +24.7% | -30.6% | +55.3% | +35.9% |
| 1Y | +47.9% | -17.7% | +65.7% | +53.0% |
| 3Y | +178.3% | -14.2% | +192.6% | +175.6% |
| All | +145.1% | +8.8% | +136.2% | +124.5% |
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