+1,178.8%
LNG vs MOS
+105.3%
+1,073.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +3.4% | +9.5% | -6.1% | +0.3% |
| 30D | +14.9% | +10.4% | +4.4% | +10.9% |
| 3M | +21.4% | +12.9% | +8.5% | +15.4% |
| 6M | +17.8% | +1.2% | +16.6% | +14.3% |
| YTD | +51.3% | +9.3% | +42.0% | +42.3% |
| 1Y | +24.4% | -18.0% | +42.4% | +27.8% |
| 3Y | +79.7% | -29.0% | +108.7% | +86.8% |
| 5Y | +241.3% | -9.6% | +250.9% | +211.7% |
| 10Y | +603.1% | +6.1% | +597.1% | +432.3% |
| All | +1,178.8% | +105.3% | +1,073.5% | +598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling