+553.7%
MS vs LNG
+724.9%
-171.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.8% |
| 7D | +0.8% | -5.5% | +6.3% | +2.6% |
| 30D | -0.7% | +5.7% | -6.4% | -3.2% |
| 3M | -12.4% | +10.7% | -23.1% | -16.2% |
| 6M | -1.7% | +23.1% | -24.8% | -10.1% |
| YTD | +8.0% | +52.4% | -44.4% | -10.2% |
| 1Y | +16.2% | +40.0% | -23.8% | -0.3% |
| 3Y | +171.3% | +76.0% | +95.3% | +110.2% |
| 5Y | +124.8% | +194.7% | -69.9% | +33.7% |
| 10Y | +553.7% | +726.7% | -173.0% | +143.4% |
| All | +553.7% | +724.9% | -171.3% | +143.4% |
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