+530.6%
MS vs LVS
+56.6%
+474.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | +11.1% | -12.6% | -4.8% |
| 30D | -3.8% | +14.7% | -18.4% | -7.9% |
| 3M | -14.6% | -10.9% | -3.7% | -11.6% |
| 6M | -5.1% | -22.3% | +17.3% | +2.0% |
| YTD | +4.5% | -35.8% | +40.3% | +18.4% |
| 1Y | +13.5% | -33.5% | +47.0% | +27.0% |
| 3Y | +160.4% | -11.7% | +172.1% | +158.7% |
| 5Y | +112.9% | +2.6% | +110.2% | +91.1% |
| 10Y | +633.4% | -11.9% | +645.3% | +566.3% |
| All | +530.6% | +56.6% | +474.0% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling