+361.3%
LIN vs MSI
+597.7%
-236.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.1% | -3.7% | +1.6% | -0.5% |
| 30D | -2.4% | +6.8% | -9.3% | -5.5% |
| 3M | -5.6% | +14.3% | -19.9% | -11.4% |
| 6M | -3.4% | -1.6% | -1.8% | -3.7% |
| YTD | +13.1% | +22.8% | -9.7% | +1.7% |
| 1Y | +2.5% | -1.1% | +3.6% | +1.6% |
| 3Y | +27.6% | +70.5% | -42.9% | -3.9% |
| 5Y | +63.0% | +102.8% | -39.8% | +11.1% |
| All | +361.3% | +597.7% | -236.4% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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