-3.8%
MTZ vs LVS
-37.7%
+33.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -3.9% | -1.2% |
| 7D | +5.0% | -0.8% | +5.8% | +5.0% |
| 30D | -6.0% | +10.0% | -16.0% | -6.5% |
| 3M | -36.1% | -11.0% | -25.1% | -35.1% |
| 6M | -56.9% | -20.1% | -36.7% | -55.3% |
| YTD | -15.9% | -36.3% | +20.4% | -9.8% |
| 1Y | -3.8% | -36.8% | +33.0% | +3.9% |
| All | -3.8% | -37.7% | +33.8% | +3.9% |
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