+68.0%
LIN vs MSI
+117.4%
-49.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.2% |
| 7D | +3.6% | +5.1% | -1.5% | +1.6% |
| 30D | +6.4% | +13.3% | -6.9% | +1.3% |
| 3M | +6.5% | +18.3% | -11.8% | -0.7% |
| 6M | +4.9% | +18.7% | -13.8% | -2.9% |
| YTD | +23.4% | +36.0% | -12.5% | +7.2% |
| 1Y | +26.3% | +32.6% | -6.3% | +10.9% |
| 3Y | +38.0% | +78.3% | -40.3% | +1.9% |
| 5Y | +68.0% | +121.6% | -53.6% | +5.8% |
| All | +68.0% | +117.4% | -49.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling