+179.9%
LNG vs MAS
+47.3%
+132.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +2.4% |
| 7D | -8.4% | +3.3% | -11.6% | -8.6% |
| 30D | +2.7% | +25.5% | -22.8% | +0.8% |
| 3M | +11.7% | +11.8% | 0.0% | +10.6% |
| 6M | +19.5% | +21.3% | -1.9% | +16.8% |
| YTD | +48.0% | +37.7% | +10.2% | +41.4% |
| 1Y | +38.4% | +41.0% | -2.7% | +31.6% |
| 3Y | +71.9% | +63.0% | +8.9% | +56.5% |
| 5Y | +179.9% | +44.1% | +135.8% | +161.5% |
| All | +179.9% | +47.3% | +132.6% | +161.5% |
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