+1,147.9%
LNG vs MOS
+82.4%
+1,065.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.9% |
| 7D | -8.6% | +19.7% | -28.2% | -14.7% |
| 30D | +2.4% | +21.5% | -19.1% | -5.1% |
| 3M | +11.5% | -0.4% | +11.9% | +9.6% |
| 6M | +19.2% | +4.5% | +14.7% | +14.0% |
| YTD | +47.6% | -2.9% | +50.5% | +42.1% |
| 1Y | +38.0% | -7.7% | +45.8% | +34.6% |
| 3Y | +71.5% | -25.6% | +97.1% | +72.9% |
| 5Y | +179.2% | -31.2% | +210.4% | +176.6% |
| 10Y | +698.7% | +2.8% | +695.9% | +502.4% |
| All | +1,147.9% | +82.4% | +1,065.5% | +597.4% |
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