+40,384.4%
MSFT vs LIN
+10,822.5%
+29,561.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +5.7% |
| 7D | +4.7% | +3.3% | +1.4% | +3.4% |
| 30D | +5.8% | +8.8% | -3.0% | +2.5% |
| 3M | +13.0% | +8.6% | +4.4% | +9.4% |
| 6M | +34.9% | +7.0% | +27.9% | +30.8% |
| YTD | +15.7% | +24.3% | -8.6% | +5.6% |
| 1Y | +9.0% | +27.3% | -18.3% | -1.6% |
| 3Y | +61.2% | +38.9% | +22.3% | +40.0% |
| 5Y | +72.1% | +69.4% | +2.8% | +38.2% |
| 10Y | +966.1% | +440.7% | +525.4% | +469.0% |
| All | +40,384.4% | +10,822.5% | +29,561.9% | +11,523.2% |
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