-75.5%
MSTU vs LNT
+3.5%
-79.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -4.2% |
| 7D | -25.8% | +1.0% | -26.8% | -24.6% |
| 30D | -43.9% | +9.6% | -53.5% | -33.4% |
| 3M | +2.9% | +5.4% | -2.5% | +14.1% |
| 6M | -75.5% | +3.1% | -78.6% | -72.7% |
| All | -75.5% | +3.5% | -79.0% | -72.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling