-0.7%
LYB vs MTSI
+359.4%
-360.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | -3.1% | +11.1% | -14.2% | -4.5% |
| 30D | +4.0% | -3.7% | +7.7% | +4.3% |
| 3M | +2.4% | -20.2% | +22.7% | +4.7% |
| 6M | -1.4% | +30.8% | -32.2% | -8.8% |
| YTD | +53.9% | +67.0% | -13.1% | +33.5% |
| 1Y | +26.1% | +120.4% | -94.4% | +1.1% |
| 3Y | -21.0% | +260.4% | -281.4% | -47.4% |
| 5Y | -0.7% | +356.3% | -357.0% | -44.4% |
| All | -0.7% | +359.4% | -360.2% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling