+42.6%
LNG vs MTSI
+59.5%
-16.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.2% |
| 7D | -1.9% | -10.7% | +8.7% | -2.7% |
| 30D | +6.2% | -29.0% | +35.2% | +3.9% |
| 3M | +13.7% | -14.7% | +28.4% | +12.9% |
| 6M | +7.5% | -20.1% | +27.6% | +6.7% |
| YTD | +51.3% | +36.1% | +15.2% | +51.2% |
| 1Y | +42.6% | +61.7% | -19.1% | +41.2% |
| All | +42.6% | +59.5% | -16.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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