+179.2%
MS vs LYV
+109.3%
+69.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.1% | -4.2% | +2.1% | -0.5% |
| 30D | -1.1% | -7.2% | +6.1% | +1.6% |
| 3M | +3.5% | +1.5% | +1.9% | +2.1% |
| 6M | +33.7% | +2.7% | +31.0% | +30.5% |
| YTD | +21.8% | +19.4% | +2.4% | +10.1% |
| 1Y | +41.1% | -0.5% | +41.6% | +39.6% |
| All | +179.2% | +109.3% | +69.9% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling