-88.0%
MSTU vs LNT
+19.2%
-107.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -16.6% | -1.0% | -15.5% | -16.2% |
| 30D | +69.7% | -4.2% | +73.9% | +72.7% |
| 3M | -7.5% | -6.7% | -0.8% | -5.7% |
| 6M | -43.1% | -3.6% | -39.5% | -43.9% |
| YTD | -63.0% | +5.9% | -68.9% | -66.6% |
| 1Y | -93.8% | +7.3% | -101.0% | -94.5% |
| All | -88.0% | +19.2% | -107.2% | -91.1% |
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 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