+213.6%
LNG vs MTSI
+206.4%
+7.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | +0.3% |
| 7D | +11.3% | +10.0% | +1.3% | +10.3% |
| 30D | +10.6% | -20.3% | +31.0% | +12.4% |
| 3M | +16.1% | -24.4% | +40.5% | +18.0% |
| 6M | +29.6% | -39.2% | +68.7% | +33.8% |
| YTD | +60.3% | +35.5% | +24.8% | +44.4% |
| 1Y | +46.1% | +43.0% | +3.1% | +30.0% |
| 3Y | +85.9% | +196.3% | -110.3% | +38.4% |
| All | +213.6% | +206.4% | +7.2% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling