-85.6%
MSTU vs LNT
+20.5%
-106.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | +21.3% | -0.1% | +21.4% | +21.4% |
| 30D | +90.8% | -3.2% | +94.0% | +93.2% |
| 3M | -6.8% | -4.1% | -2.7% | -7.3% |
| 6M | -39.8% | -4.6% | -35.3% | -39.7% |
| YTD | -55.7% | +7.0% | -62.7% | -60.1% |
| 1Y | -92.7% | +8.3% | -101.0% | -93.5% |
| All | -85.6% | +20.5% | -106.0% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling