+440.7%
LIN vs MAS
+241.3%
+199.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.1% | +0.5% |
| 7D | +3.3% | +14.2% | -10.9% | -1.7% |
| 30D | +8.8% | +26.8% | -18.0% | -0.4% |
| 3M | +8.6% | +13.1% | -4.5% | +3.5% |
| 6M | +7.0% | +27.9% | -20.9% | -3.5% |
| YTD | +24.3% | +38.7% | -14.4% | +7.3% |
| 1Y | +27.3% | +40.4% | -13.1% | +9.2% |
| 3Y | +38.9% | +66.1% | -27.2% | +6.9% |
| 5Y | +69.4% | +47.4% | +22.0% | +34.0% |
| 10Y | +440.7% | +238.3% | +202.4% | +206.2% |
| All | +440.7% | +241.3% | +199.4% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling