+169.6%
LNG vs MOS
-32.4%
+201.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -15.9% | +21.6% | -37.4% | -20.1% |
| 30D | +2.1% | +12.0% | -9.9% | -1.2% |
| 3M | +4.8% | -3.9% | +8.7% | +5.0% |
| 6M | +6.8% | -3.3% | +10.1% | +6.0% |
| YTD | +44.0% | -4.6% | +48.7% | +40.9% |
| 1Y | +34.9% | -7.0% | +41.9% | +32.5% |
| 3Y | +67.3% | -24.4% | +91.7% | +69.0% |
| All | +169.6% | -32.4% | +201.9% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling