+143.2%
MS vs LYB
-0.7%
+143.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | 0.0% | +4.0% | -4.0% | -1.4% |
| 3M | +3.0% | +2.4% | +0.6% | +1.6% |
| 6M | +35.7% | -1.4% | +37.1% | +31.8% |
| YTD | +23.3% | +53.9% | -30.6% | -1.8% |
| 1Y | +44.7% | +26.1% | +18.6% | +24.9% |
| 3Y | +178.0% | -21.0% | +199.0% | +198.1% |
| 5Y | +143.2% | -0.7% | +143.9% | +119.0% |
| All | +143.2% | -0.7% | +143.9% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling