-4.9%
LYB vs MSI
+102.7%
-107.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +2.5% | -0.8% | +3.2% | +2.6% |
| 3M | +1.4% | +13.9% | -12.6% | -2.2% |
| 6M | -3.5% | +1.3% | -4.8% | -4.2% |
| YTD | +52.0% | +22.3% | +29.7% | +41.9% |
| 1Y | +22.1% | -3.9% | +25.9% | +22.6% |
| 3Y | -22.8% | +69.9% | -92.7% | -37.6% |
| All | -4.9% | +102.7% | -107.6% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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