+6.8%
LNG vs MTSI
-31.6%
+38.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -0.2% |
| 7D | -15.9% | -10.0% | -5.9% | -16.1% |
| 30D | +2.1% | -37.2% | +39.3% | -0.7% |
| 3M | +4.8% | -30.1% | +34.9% | +2.9% |
| 6M | +6.8% | -31.9% | +38.7% | +5.2% |
| All | +6.8% | -31.6% | +38.4% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling