+679.5%
LNG vs MAS
+213.7%
+465.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -15.9% | +2.0% | -17.8% | -16.4% |
| 30D | +2.1% | +19.4% | -17.3% | -2.2% |
| 3M | +4.8% | +9.4% | -4.6% | +2.2% |
| 6M | +6.8% | +15.3% | -8.5% | +1.7% |
| YTD | +44.0% | +31.3% | +12.7% | +30.7% |
| 1Y | +34.9% | +34.9% | +0.1% | +21.3% |
| 3Y | +67.3% | +58.6% | +8.7% | +38.2% |
| 5Y | +170.1% | +40.7% | +129.4% | +127.1% |
| All | +679.5% | +213.7% | +465.8% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling