+464.3%
LIN vs MTSI
+1,308.1%
-843.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.4% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -2.4% | +2.1% | -4.5% | -3.2% |
| 3M | -5.6% | -29.7% | +24.2% | -1.9% |
| 6M | -3.4% | +12.5% | -15.9% | -7.1% |
| YTD | +13.1% | +57.0% | -43.9% | +2.9% |
| 1Y | +2.5% | +103.9% | -101.5% | -11.0% |
| 3Y | +27.6% | +223.6% | -196.0% | +0.1% |
| 5Y | +63.0% | +321.6% | -258.5% | +20.6% |
| 10Y | +359.3% | +517.7% | -158.4% | +187.7% |
| All | +464.3% | +1,308.1% | -843.8% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling