+90.0%
LIN vs MSFU
+93.3%
-3.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.0% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +6.5% | -1.3% | +7.8% | +6.4% |
| 3M | +5.5% | +8.6% | -3.2% | +4.4% |
| 6M | +3.3% | +48.4% | -45.1% | -1.4% |
| YTD | +22.0% | +1.6% | +20.5% | +21.4% |
| 1Y | +25.7% | -5.8% | +31.5% | +26.3% |
| 3Y | +36.2% | +30.9% | +5.3% | +23.5% |
| All | +90.0% | +93.3% | -3.4% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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