+13.0%
MS vs LIN
+26.9%
-14.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -6.0% |
| 7D | -3.4% | +3.6% | -7.0% | -3.2% |
| 30D | -3.9% | +6.4% | -10.3% | -3.6% |
| 3M | -15.9% | +6.5% | -22.4% | -15.6% |
| 6M | -2.5% | +4.9% | -7.3% | -2.0% |
| YTD | +5.1% | +23.4% | -18.4% | +3.1% |
| 1Y | +13.0% | +26.3% | -13.4% | +12.5% |
| All | +13.0% | +26.9% | -14.0% | +12.5% |
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