+47.7%
LYB vs MTSI
+555.4%
-507.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.6% |
| 7D | -0.7% | +4.8% | -5.5% | -1.7% |
| 30D | +1.5% | -9.2% | +10.7% | +3.0% |
| 3M | -0.3% | -23.1% | +22.8% | +3.3% |
| 6M | +0.1% | +23.5% | -23.4% | -7.9% |
| YTD | +53.4% | +59.1% | -5.6% | +31.9% |
| 1Y | +25.6% | +106.9% | -81.2% | +0.4% |
| 3Y | -21.3% | +243.2% | -264.4% | -46.5% |
| 5Y | -2.4% | +324.5% | -327.0% | -38.8% |
| All | +47.7% | +555.4% | -507.7% | -31.0% |
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