+1,853.6%
LNG vs MTSI
+1,308.1%
+545.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | +14.9% | +2.1% | +12.8% | +13.9% |
| 3M | +21.4% | -29.7% | +51.1% | +26.7% |
| 6M | +17.8% | +12.5% | +5.3% | +11.9% |
| YTD | +51.3% | +57.0% | -5.7% | +34.7% |
| 1Y | +24.4% | +103.9% | -79.5% | +4.9% |
| 3Y | +79.7% | +223.6% | -143.9% | +35.2% |
| 5Y | +241.3% | +321.6% | -80.2% | +138.9% |
| 10Y | +603.1% | +517.7% | +85.4% | +297.6% |
| All | +1,853.6% | +1,308.1% | +545.5% | +797.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling