+532.2%
LNG vs MTSI
+529.6%
+2.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.6% | -5.8% |
| 7D | -6.2% | +4.9% | -11.0% | -6.8% |
| 30D | +8.0% | -11.6% | +19.6% | +9.4% |
| 3M | +16.9% | -24.1% | +41.0% | +20.0% |
| 6M | +8.7% | +32.4% | -23.8% | +1.4% |
| YTD | +43.0% | +60.4% | -17.4% | +28.7% |
| 1Y | +19.4% | +111.0% | -91.5% | +2.2% |
| 3Y | +74.7% | +246.1% | -171.4% | +34.5% |
| 5Y | +222.4% | +340.3% | -117.9% | +133.8% |
| 10Y | +532.2% | +539.5% | -7.3% | +276.0% |
| All | +532.2% | +529.6% | +2.7% | +276.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling