+514.9%
MKSI vs LYB
+48.3%
+466.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | -12.8% | +2.5% | -15.3% | -14.1% |
| 3M | -22.5% | +1.4% | -23.9% | -24.5% |
| 6M | +19.4% | -3.5% | +22.9% | +14.3% |
| YTD | +67.7% | +52.0% | +15.7% | +20.5% |
| 1Y | +131.4% | +22.1% | +109.4% | +86.6% |
| 3Y | +197.3% | -22.8% | +220.1% | +213.8% |
| 5Y | +87.0% | -3.4% | +90.3% | +71.6% |
| All | +514.9% | +48.3% | +466.7% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling