+872.1%
MSFT vs LVS
-0.5%
+872.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | -3.5% | -4.3% | +0.8% | -2.4% |
| 30D | -2.1% | -6.8% | +4.8% | -0.4% |
| 3M | +24.2% | -15.6% | +39.8% | +29.4% |
| 6M | +21.9% | -20.6% | +42.5% | +28.8% |
| YTD | +2.5% | -33.4% | +35.9% | +12.8% |
| 1Y | -0.8% | -20.1% | +19.4% | +3.9% |
| 3Y | +50.8% | -7.4% | +58.2% | +47.9% |
| 5Y | +73.5% | +8.5% | +65.0% | +54.9% |
| All | +872.1% | -0.5% | +872.6% | +756.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling