+220.1%
LYB vs MTSI
+1,308.1%
-1,088.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | +8.7% | +2.1% | +6.6% | +7.6% |
| 3M | -3.0% | -29.7% | +26.7% | +2.3% |
| 6M | +4.7% | +12.5% | -7.8% | -1.6% |
| YTD | +51.6% | +57.0% | -5.4% | +31.3% |
| 1Y | +24.4% | +103.9% | -79.6% | +0.5% |
| 3Y | -23.5% | +223.6% | -247.0% | -46.3% |
| 5Y | -6.5% | +321.6% | -328.0% | -39.9% |
| 10Y | +40.5% | +517.7% | -477.3% | -28.9% |
| All | +220.1% | +1,308.1% | -1,088.1% | +28.2% |
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