-94.0%
MSTU vs LNT
+8.4%
-102.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -7.2% |
| 7D | -22.0% | -1.1% | -20.9% | -22.4% |
| 30D | +60.3% | -1.9% | +62.2% | +58.6% |
| 3M | -3.7% | -7.2% | +3.5% | -6.2% |
| 6M | -45.2% | -3.9% | -41.3% | -46.5% |
| YTD | -64.3% | +5.9% | -70.2% | -66.0% |
| All | -94.0% | +8.4% | -102.4% | -94.1% |
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