+25.7%
LIN vs MSTZ
-51.1%
+76.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.2% |
| 7D | +2.0% | +21.1% | -19.1% | +1.9% |
| 30D | +7.9% | +40.1% | -32.2% | +7.6% |
| 3M | +6.3% | -66.1% | +72.4% | +6.5% |
| 6M | +6.5% | -20.7% | +27.2% | +6.4% |
| YTD | +23.6% | -78.6% | +102.2% | +25.0% |
| 1Y | +25.7% | -55.5% | +81.2% | +26.4% |
| All | +25.7% | -51.1% | +76.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling