-16.4%
LYB vs MAS
+59.7%
-76.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +6.1% | +3.0% | +3.1% | +5.3% |
| 30D | +5.3% | +22.4% | -17.1% | -0.2% |
| 3M | +4.3% | +14.5% | -10.2% | +0.4% |
| 6M | -10.8% | +27.1% | -37.9% | -19.2% |
| YTD | +53.8% | +35.8% | +18.0% | +31.7% |
| 1Y | +50.5% | +39.4% | +11.1% | +26.9% |
| 3Y | -16.4% | +60.3% | -76.7% | -33.5% |
| All | -16.4% | +59.7% | -76.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling