+85.9%
LNG vs MOS
-28.2%
+114.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +11.3% | -2.0% | +13.3% | +11.5% |
| 30D | +10.6% | +15.3% | -4.7% | +8.8% |
| 3M | +16.1% | +1.5% | +14.6% | +15.8% |
| 6M | +29.6% | -2.0% | +31.5% | +29.4% |
| YTD | +60.3% | -6.5% | +66.8% | +59.2% |
| 1Y | +46.1% | -11.1% | +57.2% | +46.2% |
| 3Y | +85.9% | -30.3% | +116.2% | +89.7% |
| All | +85.9% | -28.2% | +114.1% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling