+15.6%
LIN vs MSTU
-92.2%
+107.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +0.7% |
| 7D | +2.1% | -25.8% | +27.9% | +2.4% |
| 30D | +6.8% | -43.9% | +50.6% | +7.4% |
| 3M | +10.4% | +2.9% | +7.5% | +9.6% |
| 6M | +3.2% | -75.5% | +78.7% | +4.4% |
| YTD | +24.6% | -76.7% | +101.3% | +25.4% |
| 1Y | +24.4% | -88.9% | +113.3% | +27.2% |
| All | +15.6% | -92.2% | +107.9% | +15.8% |
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