+22.5%
MA vs LIN
+27.8%
-5.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +3.3% |
| 7D | +10.2% | +3.3% | +7.0% | +9.4% |
| 30D | +19.3% | +8.8% | +10.5% | +17.0% |
| 3M | +18.0% | +8.6% | +9.3% | +15.7% |
| 6M | +33.7% | +7.0% | +26.7% | +31.8% |
| YTD | +18.6% | +24.3% | -5.7% | +6.4% |
| 1Y | +22.5% | +27.3% | -4.8% | +8.0% |
| All | +22.5% | +27.8% | -5.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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