+6,288.2%
MS vs LIN
+9,912.5%
-3,624.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +1.4% | -2.1% | +3.5% | +2.9% |
| 30D | -0.3% | -2.4% | +2.2% | +1.3% |
| 3M | +0.3% | -5.6% | +5.9% | +3.6% |
| 6M | +31.3% | -3.4% | +34.7% | +32.8% |
| YTD | +24.7% | +13.1% | +11.6% | +12.5% |
| 1Y | +47.9% | +2.5% | +45.4% | +42.3% |
| 3Y | +178.3% | +27.6% | +150.7% | +128.3% |
| 5Y | +144.9% | +63.0% | +81.9% | +66.7% |
| 10Y | +804.5% | +359.3% | +445.3% | +200.2% |
| All | +6,288.2% | +9,912.5% | -3,624.3% | +653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling