+127.7%
MS vs LIN
+70.5%
+57.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +2.8% |
| 7D | +2.6% | +3.3% | -0.6% | +0.8% |
| 30D | +2.6% | +8.8% | -6.2% | -2.1% |
| 3M | -10.1% | +8.6% | -18.7% | -14.3% |
| 6M | +4.4% | +7.0% | -2.6% | -0.4% |
| YTD | +11.7% | +24.3% | -12.5% | -3.8% |
| 1Y | +20.9% | +27.3% | -6.3% | +2.4% |
| 3Y | +177.1% | +38.9% | +138.2% | +119.5% |
| 5Y | +127.7% | +69.4% | +58.4% | +49.7% |
| All | +127.7% | +70.5% | +57.3% | +49.7% |
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 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