+241.6%
LNG vs MAS
+32.0%
+209.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +14.9% | -5.6% | +20.4% | +15.3% |
| 3M | +21.4% | +4.4% | +16.9% | +20.1% |
| 6M | +17.8% | +7.2% | +10.6% | +16.0% |
| YTD | +51.3% | +16.1% | +35.2% | +46.7% |
| 1Y | +24.4% | +0.1% | +24.3% | +23.6% |
| 3Y | +79.7% | +28.3% | +51.4% | +68.6% |
| All | +241.6% | +32.0% | +209.6% | +218.8% |
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