+57.5%
LNG vs MSTU
-87.7%
+145.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.1% |
| 7D | -4.7% | -16.6% | +11.9% | -4.4% |
| 30D | +3.8% | +69.7% | -65.9% | +2.4% |
| 3M | +16.2% | -7.5% | +23.6% | +15.8% |
| 6M | +11.7% | -43.1% | +54.8% | +11.7% |
| YTD | +44.2% | -63.0% | +107.2% | +44.7% |
| 1Y | +18.6% | -93.8% | +112.3% | +27.2% |
| All | +57.5% | -87.7% | +145.1% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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