+179.1%
MS vs LYB
-20.7%
+199.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | 0.0% | +9.5% | -9.6% | -1.8% |
| 3M | +2.4% | +1.3% | +1.2% | +2.0% |
| 6M | +36.4% | -1.7% | +38.1% | +33.6% |
| YTD | +23.8% | +54.1% | -30.3% | +3.5% |
| 1Y | +48.6% | +25.7% | +22.9% | +33.8% |
| 3Y | +179.1% | -20.9% | +200.1% | +205.9% |
| All | +179.1% | -20.7% | +199.8% | +205.9% |
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 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