+361.3%
LIN vs MAS
+137.9%
+223.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | -2.4% | -5.6% | +3.1% | -0.5% |
| 3M | -5.6% | +4.4% | -10.0% | -7.8% |
| 6M | -3.4% | +7.2% | -10.6% | -7.4% |
| YTD | +13.1% | +16.1% | -3.0% | +4.5% |
| 1Y | +2.5% | +0.1% | +2.4% | 0.0% |
| 3Y | +27.6% | +28.3% | -0.7% | +8.8% |
| 5Y | +63.0% | +30.5% | +32.6% | +34.6% |
| All | +361.3% | +137.9% | +223.3% | +194.0% |
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