+928.0%
MS vs LYB
+622.7%
+305.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -0.3% | +8.7% | -9.0% | -4.9% |
| 3M | +0.3% | -3.0% | +3.3% | +0.4% |
| 6M | +31.3% | +4.7% | +26.6% | +21.8% |
| YTD | +24.7% | +51.6% | -26.9% | -6.3% |
| 1Y | +47.9% | +24.4% | +23.6% | +21.6% |
| 3Y | +178.3% | -23.5% | +201.8% | +188.9% |
| 5Y | +144.9% | -6.5% | +151.4% | +122.2% |
| 10Y | +804.5% | +40.5% | +764.1% | +494.5% |
| All | +928.0% | +622.7% | +305.3% | +142.9% |
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 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