+166.4%
MTZ vs LVS
+4.5%
+161.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +3.6% | +0.3% | +3.2% | +3.4% |
| 30D | -9.6% | -3.9% | -5.7% | -8.8% |
| 3M | -31.9% | -12.9% | -19.1% | -29.4% |
| 6M | -13.8% | -16.9% | +3.1% | -9.7% |
| YTD | +13.3% | -31.2% | +44.5% | +24.7% |
| 1Y | +39.3% | -16.4% | +55.7% | +43.8% |
| 3Y | +168.3% | -4.4% | +172.8% | +156.9% |
| 5Y | +166.4% | +6.7% | +159.7% | +135.9% |
| All | +166.4% | +4.5% | +161.9% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling