+700.5%
LNG vs MOS
+6.2%
+694.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.2% |
| 7D | -8.4% | +19.7% | -28.0% | -13.9% |
| 30D | +2.7% | +21.5% | -18.8% | -4.2% |
| 3M | +11.7% | -0.4% | +12.2% | +10.3% |
| 6M | +19.5% | +4.5% | +14.9% | +14.9% |
| YTD | +48.0% | -2.9% | +50.9% | +43.0% |
| 1Y | +38.4% | -7.7% | +46.1% | +35.4% |
| 3Y | +71.9% | -25.6% | +97.5% | +74.0% |
| 5Y | +179.9% | -31.2% | +211.0% | +178.2% |
| 10Y | +700.5% | +2.8% | +697.7% | +462.9% |
| All | +700.5% | +6.2% | +694.3% | +462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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