+423.5%
LIN vs MOS
+8.5%
+415.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.3% |
| 7D | +3.6% | +22.5% | -18.9% | -0.5% |
| 30D | +6.4% | +6.6% | -0.3% | +4.7% |
| 3M | +6.5% | -3.8% | +10.3% | +6.6% |
| 6M | +4.9% | -2.2% | +7.1% | +4.1% |
| YTD | +23.4% | -4.8% | +28.2% | +22.0% |
| 1Y | +26.3% | -11.7% | +38.0% | +26.5% |
| 3Y | +38.0% | -26.5% | +64.5% | +39.8% |
| 5Y | +68.0% | -32.2% | +100.2% | +64.0% |
| All | +423.5% | +8.5% | +415.0% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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