+40.1%
MS vs LYV
-0.4%
+40.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.5% | -1.9% | +0.4% | -1.4% |
| 30D | -1.5% | -8.2% | +6.7% | -0.9% |
| 3M | +1.4% | -1.3% | +2.6% | +1.2% |
| 6M | +34.7% | +2.6% | +32.1% | +33.1% |
| YTD | +22.7% | +19.4% | +3.3% | +19.4% |
| 1Y | +40.1% | -2.2% | +42.4% | +41.2% |
| All | +40.1% | -0.4% | +40.5% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling