+176.8%
MS vs LYB
-15.9%
+192.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +5.1% | +6.1% | -1.0% | +4.2% |
| 30D | +5.7% | +5.3% | +0.3% | +4.7% |
| 3M | -12.2% | +4.3% | -16.5% | -13.0% |
| 6M | -0.5% | -10.8% | +10.3% | +1.2% |
| YTD | +9.8% | +53.8% | -43.9% | -8.0% |
| 1Y | +17.7% | +50.5% | -32.7% | -1.1% |
| 3Y | +176.8% | -16.4% | +193.2% | +197.0% |
| All | +176.8% | -15.9% | +192.7% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling