+14.7%
LIN vs MSTU
-90.8%
+105.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.5% | +0.4% |
| 7D | +2.0% | -21.7% | +23.7% | +2.3% |
| 30D | +7.9% | -42.8% | +50.6% | +8.5% |
| 3M | +6.3% | +21.4% | -15.1% | +5.3% |
| 6M | +6.5% | -74.1% | +80.6% | +7.8% |
| YTD | +23.6% | -72.4% | +96.0% | +24.1% |
| 1Y | +25.7% | -90.1% | +115.8% | +29.1% |
| All | +14.7% | -90.8% | +105.5% | +14.6% |
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