+20.8%
MSFU vs LNT
+67.8%
-47.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.6% |
| 7D | -12.7% | -0.2% | -12.5% | -12.7% |
| 30D | -9.0% | +11.6% | -20.6% | -5.8% |
| 3M | +2.9% | +8.2% | -5.2% | +5.5% |
| 6M | +43.5% | +3.1% | +40.4% | +46.0% |
| YTD | -2.4% | +16.8% | -19.2% | +1.1% |
| 1Y | -13.5% | +11.6% | -25.1% | -10.7% |
| All | +20.8% | +67.8% | -47.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling