+513.2%
MA vs LNG
+543.8%
-30.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | -6.7% | +3.2% | -1.7% |
| 30D | +0.8% | +3.9% | -3.1% | -0.3% |
| 3M | +14.8% | +15.5% | -0.7% | +9.9% |
| 6M | +10.0% | +10.5% | -0.5% | +5.8% |
| YTD | -0.1% | +43.0% | -43.1% | -11.0% |
| 1Y | -2.2% | +18.9% | -21.1% | -8.2% |
| 3Y | +39.3% | +74.7% | -35.4% | +14.3% |
| 5Y | +66.3% | +231.2% | -164.9% | +5.7% |
| 10Y | +513.2% | +544.5% | -31.3% | +210.2% |
| All | +513.2% | +543.8% | -30.6% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling