-8.3%
LYB vs MAS
+39.2%
-47.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -11.5% | +2.0% | -13.5% | -12.3% |
| 30D | +3.8% | +19.4% | -15.6% | -2.2% |
| 3M | -0.2% | +9.4% | -9.6% | -3.6% |
| 6M | -15.6% | +15.3% | -31.0% | -21.7% |
| YTD | +44.9% | +31.3% | +13.6% | +24.7% |
| 1Y | +52.3% | +34.9% | +17.4% | +29.4% |
| 3Y | -19.9% | +58.6% | -78.5% | -36.8% |
| All | -8.3% | +39.2% | -47.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling