+889.0%
MSFT vs LIN
+424.3%
+464.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +0.2% | +6.5% | -6.3% | -3.4% |
| 3M | +6.4% | +5.5% | +0.9% | +3.0% |
| 6M | +28.7% | +3.3% | +25.4% | +25.1% |
| YTD | +10.4% | +22.0% | -11.6% | -3.6% |
| 1Y | +7.6% | +25.7% | -18.1% | -7.9% |
| 3Y | +52.3% | +36.2% | +16.1% | +21.8% |
| 5Y | +64.5% | +66.1% | -1.5% | +13.9% |
| All | +889.0% | +424.3% | +464.7% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling