+641.4%
LYB vs MOS
-41.7%
+683.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | +6.1% | -2.0% | +8.1% | +6.8% |
| 30D | +5.3% | +15.3% | -10.0% | -2.5% |
| 3M | +4.3% | +1.5% | +2.8% | +1.4% |
| 6M | -10.8% | -2.0% | -8.8% | -13.3% |
| YTD | +53.8% | -6.5% | +60.3% | +50.4% |
| 1Y | +50.5% | -11.1% | +61.5% | +49.8% |
| 3Y | -16.4% | -30.3% | +13.8% | -10.9% |
| 5Y | -4.8% | -33.5% | +28.7% | -6.3% |
| 10Y | +38.2% | -3.3% | +41.5% | -1.3% |
| All | +641.4% | -41.7% | +683.1% | +645.2% |
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 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