+41.1%
MS vs LYB
+26.2%
+14.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.3% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | -1.1% | +1.5% | -2.7% | -0.9% |
| 3M | +3.5% | -0.3% | +3.8% | +3.7% |
| 6M | +33.7% | +0.1% | +33.7% | +32.7% |
| YTD | +21.8% | +53.4% | -31.7% | +17.3% |
| 1Y | +41.1% | +25.6% | +15.5% | +35.4% |
| All | +41.1% | +26.2% | +14.9% | +35.4% |
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