+145.1%
MS vs LIN
+61.6%
+83.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +1.4% | -2.1% | +3.5% | +2.6% |
| 30D | -0.3% | -2.4% | +2.2% | +1.0% |
| 3M | +0.3% | -5.6% | +5.9% | +3.0% |
| 6M | +31.3% | -3.4% | +34.7% | +32.4% |
| YTD | +24.7% | +13.1% | +11.6% | +13.1% |
| 1Y | +47.9% | +2.5% | +45.4% | +42.9% |
| 3Y | +178.3% | +27.6% | +150.7% | +130.6% |
| All | +145.1% | +61.6% | +83.5% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling