+630.9%
LYB vs MOS
-31.9%
+662.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | -0.2% | +9.5% | -9.8% | -4.1% |
| 30D | +8.7% | +10.4% | -1.7% | +3.9% |
| 3M | -3.0% | +12.9% | -15.9% | -9.2% |
| 6M | +4.7% | +1.2% | +3.5% | +1.2% |
| YTD | +51.6% | +9.3% | +42.3% | +41.3% |
| 1Y | +24.4% | -18.0% | +42.3% | +30.7% |
| 3Y | -23.5% | -29.0% | +5.6% | -17.8% |
| 5Y | -6.5% | -9.6% | +3.1% | -19.2% |
| 10Y | +40.5% | +6.1% | +34.4% | -1.9% |
| All | +630.9% | -31.9% | +662.7% | +600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling