+4,988.5%
MS vs LNG
+1,117.3%
+3,871.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | -15.9% | +14.3% | -0.5% |
| 30D | -3.8% | +2.1% | -5.9% | -4.0% |
| 3M | -14.6% | +4.8% | -19.4% | -15.0% |
| 6M | -5.1% | +6.8% | -11.9% | -5.7% |
| YTD | +4.5% | +44.0% | -39.5% | +1.6% |
| 1Y | +13.5% | +34.9% | -21.4% | +10.8% |
| 3Y | +160.4% | +67.3% | +93.1% | +150.3% |
| 5Y | +112.9% | +170.1% | -57.3% | +97.5% |
| 10Y | +633.4% | +693.0% | -59.6% | +534.6% |
| All | +4,988.5% | +1,117.3% | +3,871.2% | +3,267.3% |
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