+30.0%
MTZ vs LVS
-18.2%
+48.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -11.1% | -3.2% | -7.9% | -10.7% |
| 3M | -36.7% | -12.0% | -24.7% | -35.2% |
| 6M | -21.9% | -19.9% | -2.0% | -18.8% |
| YTD | +9.1% | -30.6% | +39.8% | +16.6% |
| 1Y | +30.0% | -17.7% | +47.7% | +33.4% |
| All | +30.0% | -18.2% | +48.1% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling