+15.7%
LIN vs MSTU
-90.6%
+106.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +0.3% | -27.7% | +28.1% | +0.7% |
| 30D | +8.0% | -40.3% | +48.3% | +8.6% |
| 3M | +7.7% | +26.4% | -18.7% | +6.7% |
| 6M | +5.1% | -75.7% | +80.8% | +6.5% |
| YTD | +24.7% | -71.9% | +96.6% | +25.2% |
| 1Y | +25.1% | -89.3% | +114.4% | +28.3% |
| All | +15.7% | -90.6% | +106.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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