+50.6%
LYB vs MOS
-16.2%
+66.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +17.4% | -22.1% | -7.6% |
| 7D | -6.2% | +17.9% | -24.2% | -9.2% |
| 30D | +6.3% | +1.6% | +4.8% | +6.7% |
| 3M | +4.1% | -4.0% | +8.1% | +5.8% |
| 6M | -15.5% | -4.1% | -11.4% | -14.3% |
| YTD | +50.2% | -7.8% | +58.0% | +53.2% |
| 1Y | +50.6% | -15.6% | +66.2% | +62.5% |
| All | +50.6% | -16.2% | +66.8% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling