+24.4%
LNG vs MSTZ
-29.5%
+53.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | +3.4% | -29.7% | +33.1% | +4.0% |
| 30D | +14.9% | -65.3% | +80.2% | +16.8% |
| 3M | +21.4% | -57.3% | +78.7% | +22.8% |
| 6M | +17.8% | -61.6% | +79.4% | +18.9% |
| YTD | +51.3% | -78.3% | +129.6% | +51.9% |
| 1Y | +24.4% | -30.2% | +54.7% | +24.3% |
| All | +24.4% | -29.5% | +53.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling