-19.6%
MSFU vs LNT
+8.1%
-27.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -5.7% | -0.1% | -5.6% | -5.8% |
| 30D | +4.2% | -3.2% | +7.4% | +1.9% |
| 3M | +27.9% | -4.1% | +32.0% | +26.1% |
| 6M | +37.1% | -4.6% | +41.7% | +35.8% |
| YTD | -7.4% | +7.0% | -14.4% | -7.5% |
| 1Y | -19.6% | +8.3% | -27.9% | -22.0% |
| All | -19.6% | +8.1% | -27.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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