+131.4%
MKSI vs LYB
+24.5%
+106.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.9% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | -12.8% | +2.5% | -15.3% | -12.2% |
| 3M | -22.5% | +1.4% | -23.9% | -21.0% |
| 6M | +19.4% | -3.5% | +22.9% | +19.5% |
| YTD | +67.7% | +52.0% | +15.7% | +60.2% |
| 1Y | +131.4% | +22.1% | +109.4% | +119.7% |
| All | +131.4% | +24.5% | +106.9% | +119.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling