+805.7%
MS vs LYB
+633.0%
+172.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +5.1% | +6.1% | -1.0% | +2.1% |
| 30D | +5.7% | +5.3% | +0.3% | +2.5% |
| 3M | -12.2% | +4.3% | -16.5% | -15.0% |
| 6M | -0.5% | -10.8% | +10.3% | +2.7% |
| YTD | +9.8% | +53.8% | -43.9% | -18.7% |
| 1Y | +17.7% | +50.5% | -32.7% | -12.5% |
| 3Y | +176.8% | -16.4% | +193.2% | +171.9% |
| 5Y | +123.7% | -4.8% | +128.5% | +99.7% |
| 10Y | +556.3% | +38.2% | +518.2% | +332.2% |
| All | +805.7% | +633.0% | +172.6% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling