-21.8%
LYB vs MTSI
+257.2%
-279.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | -3.1% | +11.1% | -14.2% | -3.8% |
| 30D | +4.0% | -3.7% | +7.7% | +4.2% |
| 3M | +2.4% | -20.2% | +22.7% | +3.7% |
| 6M | -1.4% | +30.8% | -32.2% | -6.3% |
| YTD | +53.9% | +67.0% | -13.1% | +38.9% |
| 1Y | +26.1% | +120.4% | -94.4% | +6.1% |
| All | -21.8% | +257.2% | -279.0% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling