+36.7%
LYB vs MTSI
+498.4%
-461.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +3.7% | +29.1% | -25.5% | -1.4% |
| 30D | +6.4% | -20.4% | +26.9% | +9.6% |
| 3M | +2.8% | -20.9% | +23.7% | +4.9% |
| 6M | -12.2% | -32.3% | +20.0% | -9.1% |
| YTD | +52.4% | +43.5% | +9.0% | +30.9% |
| 1Y | +56.8% | +43.8% | +13.0% | +34.0% |
| 3Y | -17.2% | +218.8% | -235.9% | -44.0% |
| 5Y | -5.6% | +228.3% | -234.0% | -38.5% |
| All | +36.7% | +498.4% | -461.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling