+773.9%
MS vs LYB
+49.7%
+724.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -1.1% | +1.5% | -2.7% | -2.2% |
| 3M | +3.5% | -0.3% | +3.8% | +2.4% |
| 6M | +33.7% | +0.1% | +33.7% | +27.6% |
| YTD | +21.8% | +53.4% | -31.7% | -8.5% |
| 1Y | +41.1% | +25.6% | +15.5% | +16.2% |
| 3Y | +174.5% | -21.3% | +195.8% | +183.5% |
| 5Y | +140.7% | -2.4% | +143.1% | +114.7% |
| All | +773.9% | +49.7% | +724.3% | +464.0% |
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