+5,969.0%
MS vs LNG
+1,178.8%
+4,790.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | +3.4% | -2.1% | +1.1% |
| 30D | -0.3% | +14.9% | -15.1% | -1.2% |
| 3M | +0.3% | +21.4% | -21.1% | -1.1% |
| 6M | +31.3% | +17.8% | +13.5% | +29.6% |
| YTD | +24.7% | +51.3% | -26.6% | +20.9% |
| 1Y | +47.9% | +24.4% | +23.5% | +45.3% |
| 3Y | +178.3% | +79.7% | +98.7% | +166.5% |
| 5Y | +144.9% | +241.3% | -96.4% | +123.9% |
| 10Y | +804.5% | +603.1% | +201.4% | +688.3% |
| All | +5,969.0% | +1,178.8% | +4,790.2% | +3,907.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling