+37.8%
LIN vs MTSI
+153.8%
-116.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.4% | +17.7% | -0.1% |
| 7D | +3.6% | -24.6% | +28.2% | +4.5% |
| 30D | +6.4% | -45.7% | +52.1% | +8.7% |
| 3M | +6.5% | -27.7% | +34.2% | +7.1% |
| 6M | +4.9% | -37.3% | +42.2% | +5.7% |
| YTD | +23.4% | +11.1% | +12.3% | +18.3% |
| 1Y | +26.3% | +27.2% | -0.9% | +19.0% |
| All | +37.8% | +153.8% | -116.0% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling