+794.2%
MS vs LNG
+545.4%
+248.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.2% |
| 7D | +2.5% | -6.2% | +8.6% | +4.7% |
| 30D | 0.0% | +8.0% | -8.0% | -3.0% |
| 3M | +2.4% | +16.9% | -14.5% | -3.9% |
| 6M | +36.4% | +8.7% | +27.7% | +29.9% |
| YTD | +23.8% | +43.0% | -19.2% | +5.9% |
| 1Y | +48.6% | +19.4% | +29.2% | +36.0% |
| 3Y | +179.1% | +74.7% | +104.4% | +117.3% |
| 5Y | +144.8% | +222.4% | -77.6% | +39.3% |
| 10Y | +794.2% | +532.2% | +262.0% | +267.4% |
| All | +794.2% | +545.4% | +248.8% | +267.4% |
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