+28.2%
LYB vs MAS
+219.2%
-191.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.5% |
| 7D | -8.3% | +3.6% | -11.9% | -10.1% |
| 30D | +0.9% | +23.8% | -22.9% | -9.4% |
| 3M | -2.3% | +14.4% | -16.7% | -9.3% |
| 6M | -13.8% | +19.7% | -33.5% | -24.0% |
| YTD | +44.6% | +36.0% | +8.7% | +15.7% |
| 1Y | +50.6% | +40.4% | +10.3% | +18.3% |
| 3Y | -21.4% | +58.9% | -80.3% | -43.7% |
| 5Y | -8.0% | +44.5% | -52.5% | -32.7% |
| 10Y | +28.2% | +214.8% | -186.6% | -37.6% |
| All | +28.2% | +219.2% | -191.1% | -37.6% |
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