+224.6%
LYB vs MTSI
+1,115.0%
-890.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.4% | +1.9% |
| 7D | +6.1% | +10.0% | -3.9% | +4.0% |
| 30D | +5.3% | -20.3% | +25.7% | +8.4% |
| 3M | +4.3% | -24.4% | +28.7% | +7.3% |
| 6M | -10.8% | -39.2% | +28.4% | -5.7% |
| YTD | +53.8% | +35.5% | +18.3% | +34.0% |
| 1Y | +50.5% | +43.0% | +7.4% | +29.2% |
| 3Y | -16.4% | +196.3% | -212.7% | -41.7% |
| 5Y | -4.8% | +210.0% | -214.9% | -36.1% |
| 10Y | +38.2% | +469.1% | -430.9% | -30.5% |
| All | +224.6% | +1,115.0% | -890.3% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling