+599.7%
MS vs LYV
+1,449.5%
-849.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +2.5% | -3.8% | +6.3% | +4.2% |
| 30D | 0.0% | -5.7% | +5.6% | +2.5% |
| 3M | +2.4% | +6.9% | -4.4% | -1.3% |
| 6M | +36.4% | +9.2% | +27.2% | +29.1% |
| YTD | +23.8% | +19.6% | +4.2% | +11.8% |
| 1Y | +48.6% | +0.6% | +48.0% | +44.1% |
| 3Y | +179.1% | +110.6% | +68.6% | +90.7% |
| 5Y | +144.8% | +96.6% | +48.2% | +60.8% |
| 10Y | +794.2% | +546.4% | +247.8% | +192.6% |
| All | +599.7% | +1,449.5% | -849.9% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling