+417.5%
LIN vs MTSI
+448.7%
-31.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -12.0% | -2.6% |
| 7D | +0.2% | -10.0% | +10.2% | +1.2% |
| 30D | +6.5% | -37.2% | +43.7% | +12.6% |
| 3M | +5.5% | -30.1% | +35.5% | +9.2% |
| 6M | +3.3% | -31.9% | +35.2% | +5.9% |
| YTD | +22.0% | +23.2% | -1.1% | +12.3% |
| 1Y | +25.7% | +26.4% | -0.7% | +14.9% |
| 3Y | +36.2% | +186.2% | -149.9% | +3.9% |
| 5Y | +66.1% | +187.0% | -121.0% | +23.8% |
| All | +417.5% | +448.7% | -31.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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