+65.2%
LNG vs MSTU
-85.2%
+150.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +3.4% | +21.3% | -17.9% | +3.0% |
| 30D | +14.9% | +90.8% | -75.9% | +13.1% |
| 3M | +21.4% | -6.8% | +28.2% | +21.1% |
| 6M | +17.8% | -39.8% | +57.6% | +17.9% |
| YTD | +51.3% | -55.7% | +107.0% | +51.3% |
| 1Y | +24.4% | -92.7% | +117.1% | +33.2% |
| All | +65.2% | -85.2% | +150.4% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling