-0.7%
LYB vs MOS
-4.4%
+3.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -3.1% | +1.7% | -4.8% | -3.6% |
| 30D | +4.0% | +11.7% | -7.6% | +0.5% |
| 3M | +2.4% | +23.2% | -20.8% | -4.7% |
| 6M | -1.4% | -1.6% | +0.2% | -2.4% |
| YTD | +53.9% | +10.8% | +43.1% | +46.6% |
| 1Y | +26.1% | -16.2% | +42.3% | +30.7% |
| 3Y | -21.0% | -24.2% | +3.2% | -18.4% |
| 5Y | -0.7% | -6.6% | +5.9% | -14.2% |
| All | -0.7% | -4.4% | +3.7% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling