+898.9%
MSFT vs LIN
+430.4%
+468.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +1.1% | +3.6% | -2.5% | -0.9% |
| 30D | +1.3% | +6.4% | -5.1% | -2.3% |
| 3M | +10.2% | +6.5% | +3.7% | +6.1% |
| 6M | +30.8% | +4.9% | +25.9% | +26.1% |
| YTD | +11.5% | +23.4% | -11.9% | -3.2% |
| 1Y | +6.5% | +26.3% | -19.8% | -9.0% |
| 3Y | +55.5% | +38.0% | +17.5% | +23.4% |
| 5Y | +66.2% | +68.0% | -1.8% | +14.3% |
| All | +898.9% | +430.4% | +468.6% | +252.0% |
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 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