+184.7%
MS vs LNG
+86.5%
+98.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | +3.4% | -2.1% | +0.6% |
| 30D | -0.3% | +14.9% | -15.1% | -3.3% |
| 3M | +0.3% | +21.4% | -21.1% | -4.4% |
| 6M | +31.3% | +17.8% | +13.5% | +24.3% |
| YTD | +24.7% | +51.3% | -26.6% | +7.7% |
| 1Y | +47.9% | +24.4% | +23.5% | +37.2% |
| All | +184.7% | +86.5% | +98.2% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling