+32.3%
LNG vs MTSI
+21.8%
+10.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | 0.0% |
| 7D | -15.9% | -10.0% | -5.9% | -16.2% |
| 30D | +2.1% | -37.2% | +39.3% | -1.0% |
| 3M | +4.8% | -30.1% | +34.9% | +2.8% |
| 6M | +6.8% | -31.9% | +38.7% | +5.1% |
| YTD | +44.0% | +23.2% | +20.8% | +46.2% |
| All | +32.3% | +21.8% | +10.5% | +34.7% |
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