+598.7%
LYB vs MAS
+668.7%
-70.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.8% |
| 7D | -11.5% | +2.4% | -13.9% | -12.8% |
| 30D | +3.8% | +19.8% | -16.0% | -5.1% |
| 3M | -0.2% | +9.8% | -10.0% | -5.5% |
| 6M | -15.6% | +15.8% | -31.4% | -24.0% |
| YTD | +44.9% | +31.8% | +13.1% | +19.5% |
| 1Y | +52.3% | +35.4% | +16.9% | +23.8% |
| 3Y | -19.9% | +59.2% | -79.1% | -40.8% |
| 5Y | -8.0% | +41.2% | -49.2% | -30.1% |
| 10Y | +36.4% | +221.6% | -185.2% | -31.9% |
| All | +598.7% | +668.7% | -70.1% | +102.1% |
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