+122.9%
MS vs LYV
+57.8%
+65.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +5.1% | +1.8% | +3.3% | +4.4% |
| 30D | +5.7% | +5.7% | 0.0% | +3.7% |
| 3M | -12.2% | -4.1% | -8.1% | -11.0% |
| 6M | -0.5% | +5.9% | -6.4% | -3.1% |
| YTD | +9.8% | +25.2% | -15.4% | -0.5% |
| 1Y | +17.7% | +30.4% | -12.7% | +4.8% |
| 3Y | +176.8% | +103.6% | +73.2% | +108.3% |
| All | +122.9% | +57.8% | +65.1% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling