+45.0%
LYB vs MAS
+135.2%
-90.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.9% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | +9.5% | -8.1% | +17.6% | +13.7% |
| 3M | +1.3% | +3.3% | -2.0% | -3.1% |
| 6M | -1.7% | +12.4% | -14.2% | -12.6% |
| YTD | +54.1% | +13.3% | +40.9% | +35.9% |
| 1Y | +25.7% | -4.7% | +30.4% | +22.2% |
| 3Y | -20.9% | +33.0% | -53.9% | -37.9% |
| 5Y | -1.5% | +33.9% | -35.4% | -26.3% |
| 10Y | +45.0% | +135.4% | -90.4% | -21.3% |
| All | +45.0% | +135.2% | -90.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling