+10,545.1%
LIN vs MAS
+1,166.6%
+9,378.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | -2.4% | -5.6% | +3.1% | -0.8% |
| 3M | -5.6% | +4.4% | -10.0% | -7.4% |
| 6M | -3.4% | +7.2% | -10.6% | -6.7% |
| YTD | +13.1% | +16.1% | -3.0% | +6.1% |
| 1Y | +2.5% | +0.1% | +2.4% | +0.4% |
| 3Y | +27.6% | +28.3% | -0.7% | +13.2% |
| 5Y | +63.0% | +30.5% | +32.6% | +41.5% |
| 10Y | +359.3% | +139.1% | +220.1% | +222.4% |
| All | +10,545.1% | +1,166.6% | +9,378.5% | +3,630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling