+630.9%
LYB vs MAS
+577.1%
+53.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.8% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | +8.7% | -5.6% | +14.3% | +11.2% |
| 3M | -3.0% | +4.4% | -7.5% | -7.3% |
| 6M | +4.7% | +7.2% | -2.5% | -3.7% |
| YTD | +51.6% | +16.1% | +35.5% | +33.7% |
| 1Y | +24.4% | +0.1% | +24.3% | +18.2% |
| 3Y | -23.5% | +28.3% | -51.8% | -36.9% |
| 5Y | -6.5% | +30.5% | -37.0% | -26.2% |
| 10Y | +40.5% | +139.1% | -98.7% | -19.2% |
| All | +630.9% | +577.1% | +53.8% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling