+38.7%
LIN vs MOS
-29.0%
+67.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +17.4% | -14.8% | +0.6% |
| 7D | +3.3% | +17.9% | -14.7% | +1.2% |
| 30D | +8.8% | +1.6% | +7.2% | +8.4% |
| 3M | +8.6% | -4.0% | +12.6% | +8.7% |
| 6M | +7.0% | -4.1% | +11.1% | +6.8% |
| YTD | +24.3% | -7.8% | +32.1% | +23.5% |
| 1Y | +27.3% | -15.6% | +42.8% | +27.9% |
| All | +38.7% | -29.0% | +67.8% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling