+20.9%
MS vs LIN
+27.8%
-6.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +4.3% |
| 7D | +2.6% | +3.3% | -0.6% | +2.8% |
| 30D | +2.6% | +8.8% | -6.2% | +3.0% |
| 3M | -10.1% | +8.6% | -18.7% | -9.7% |
| 6M | +4.4% | +7.0% | -2.6% | +4.9% |
| YTD | +11.7% | +24.3% | -12.5% | +9.7% |
| 1Y | +20.9% | +27.3% | -6.3% | +20.7% |
| All | +20.9% | +27.8% | -6.8% | +20.7% |
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