+14.8%
LIN vs MSTU
-91.8%
+106.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.9% | +12.1% | -0.6% |
| 7D | +0.2% | -23.0% | +23.2% | +0.5% |
| 30D | +6.2% | -47.7% | +53.9% | +6.9% |
| 3M | +9.3% | +12.5% | -3.2% | +8.4% |
| 6M | +4.4% | -76.1% | +80.4% | +5.7% |
| YTD | +23.7% | -75.5% | +99.2% | +24.4% |
| 1Y | +23.5% | -90.1% | +113.5% | +26.6% |
| All | +14.8% | -91.8% | +106.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling