+542.0%
MS vs LNG
+811.3%
-269.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.1% | +11.3% | -6.3% | +1.3% |
| 30D | +5.7% | +10.6% | -5.0% | +1.5% |
| 3M | -12.2% | +16.1% | -28.3% | -17.3% |
| 6M | -0.5% | +29.6% | -30.0% | -10.6% |
| YTD | +9.8% | +60.3% | -50.5% | -10.3% |
| 1Y | +17.7% | +46.1% | -28.4% | -0.5% |
| 3Y | +176.8% | +85.9% | +90.9% | +110.2% |
| 5Y | +123.7% | +210.8% | -87.1% | +30.4% |
| All | +542.0% | +811.3% | -269.4% | +123.2% |
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