+642.3%
LYB vs MSI
+2,042.7%
-1,400.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | -3.1% | -4.0% | +0.9% | -1.1% |
| 30D | +4.0% | -0.5% | +4.5% | +4.1% |
| 3M | +2.4% | +11.4% | -9.0% | -3.8% |
| 6M | -1.4% | +1.0% | -2.4% | -3.5% |
| YTD | +53.9% | +20.7% | +33.3% | +36.2% |
| 1Y | +26.1% | -2.7% | +28.8% | +24.7% |
| 3Y | -21.0% | +68.2% | -89.2% | -44.3% |
| 5Y | -0.7% | +100.0% | -100.7% | -38.7% |
| 10Y | +49.3% | +596.9% | -547.6% | -57.2% |
| All | +642.3% | +2,042.7% | -1,400.5% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling