+553.1%
MA vs LIN
+424.3%
+128.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +14.7% | +6.5% | +8.2% | +9.9% |
| 3M | +13.5% | +5.5% | +8.0% | +9.4% |
| 6M | +33.1% | +3.3% | +29.8% | +29.4% |
| YTD | +15.1% | +22.0% | -7.0% | -1.2% |
| 1Y | +18.7% | +25.7% | -7.0% | -0.2% |
| 3Y | +72.1% | +36.2% | +35.8% | +35.3% |
| 5Y | +92.8% | +66.1% | +26.7% | +28.7% |
| All | +553.1% | +424.3% | +128.8% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling