-14.3%
MTZ vs LVS
-31.5%
+17.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.5% | -21.9% | -15.6% |
| 7D | -7.4% | +13.4% | -20.8% | -8.4% |
| 30D | -23.6% | +12.2% | -35.8% | -24.3% |
| 3M | -38.3% | -10.7% | -27.6% | -37.2% |
| 6M | -60.6% | -19.8% | -40.8% | -59.1% |
| YTD | -22.9% | -35.8% | +12.9% | -16.8% |
| 1Y | -14.3% | -31.8% | +17.5% | -9.3% |
| All | -14.3% | -31.5% | +17.3% | -9.3% |
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