+19.4%
LNG vs MTSI
+110.2%
-90.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.6% | -5.3% |
| 7D | -6.2% | +4.9% | -11.0% | -5.8% |
| 30D | +8.0% | -11.6% | +19.6% | +7.2% |
| 3M | +16.9% | -24.1% | +41.0% | +14.4% |
| 6M | +8.7% | +32.4% | -23.8% | +9.3% |
| YTD | +43.0% | +60.4% | -17.4% | +42.6% |
| 1Y | +19.4% | +111.0% | -91.5% | +17.4% |
| All | +19.4% | +110.2% | -90.8% | +17.4% |
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