+22.1%
LYB vs MTSI
+107.6%
-85.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -0.9% |
| 7D | +0.3% | +2.2% | -1.9% | +0.5% |
| 30D | +2.5% | -11.5% | +14.0% | +1.6% |
| 3M | +1.4% | -26.6% | +28.0% | -1.4% |
| 6M | -3.5% | +23.5% | -27.0% | +1.7% |
| YTD | +52.0% | +60.5% | -8.5% | +59.3% |
| 1Y | +22.1% | +109.7% | -87.7% | +17.7% |
| All | +22.1% | +107.6% | -85.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling