+213.6%
LNG vs MAS
+39.9%
+173.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +11.3% | +3.0% | +8.3% | +11.1% |
| 30D | +10.6% | +22.4% | -11.8% | +8.8% |
| 3M | +16.1% | +14.5% | +1.6% | +14.8% |
| 6M | +29.6% | +27.1% | +2.4% | +25.8% |
| YTD | +60.3% | +35.8% | +24.6% | +53.4% |
| 1Y | +46.1% | +39.4% | +6.7% | +39.0% |
| 3Y | +85.9% | +60.3% | +25.7% | +69.6% |
| All | +213.6% | +39.9% | +173.7% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling