+7.3%
LNT vs MSTZ
-18.6%
+25.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | -1.0% | +17.0% | -18.1% | -1.1% |
| 30D | -4.2% | -61.8% | +57.5% | -4.0% |
| 3M | -6.7% | -54.6% | +47.9% | -6.3% |
| 6M | -3.6% | -59.3% | +55.7% | -3.0% |
| YTD | +5.9% | -74.6% | +80.5% | +6.8% |
| 1Y | +7.3% | -18.8% | +26.1% | +8.9% |
| All | +7.3% | -18.6% | +25.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling