+1,759.6%
LNG vs MTSI
+1,004.6%
+755.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -2.2% |
| 7D | -15.9% | -10.0% | -5.9% | -14.7% |
| 30D | +2.1% | -37.2% | +39.3% | +8.7% |
| 3M | +4.8% | -30.1% | +34.9% | +8.9% |
| 6M | +6.8% | -31.9% | +38.7% | +9.6% |
| YTD | +44.0% | +23.2% | +20.8% | +31.4% |
| 1Y | +34.9% | +26.4% | +8.5% | +22.2% |
| 3Y | +67.3% | +186.2% | -118.8% | +26.2% |
| 5Y | +170.1% | +187.0% | -16.9% | +98.9% |
| 10Y | +693.0% | +460.4% | +232.7% | +344.4% |
| All | +1,759.6% | +1,004.6% | +755.0% | +775.2% |
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 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