+781.0%
MS vs LYV
+564.6%
+216.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.5% | -1.9% | +0.4% | -0.8% |
| 30D | -1.5% | -8.2% | +6.7% | +1.7% |
| 3M | +1.4% | -1.3% | +2.6% | +1.3% |
| 6M | +34.7% | +2.6% | +32.1% | +31.8% |
| YTD | +22.7% | +19.4% | +3.3% | +12.5% |
| 1Y | +40.1% | -2.2% | +42.4% | +38.2% |
| 3Y | +181.4% | +106.0% | +75.4% | +104.9% |
| 5Y | +142.6% | +97.7% | +44.9% | +68.9% |
| All | +781.0% | +564.6% | +216.3% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling