+47.7%
LYB vs MOS
+13.3%
+34.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.6% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +1.5% | +10.9% | -9.3% | -2.9% |
| 3M | -0.3% | +29.2% | -29.5% | -11.3% |
| 6M | +0.1% | -2.3% | +2.3% | -1.7% |
| YTD | +53.4% | +8.3% | +45.1% | +44.1% |
| 1Y | +25.6% | -21.2% | +46.8% | +34.3% |
| 3Y | -21.3% | -25.9% | +4.6% | -17.0% |
| 5Y | -2.4% | -9.4% | +6.9% | -16.4% |
| All | +47.7% | +13.3% | +34.3% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling