+1,252.0%
MSTR vs LIN
+3,035.6%
-1,783.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +12.2% | -2.1% | +14.3% | +13.2% |
| 30D | +45.2% | -2.4% | +47.6% | +46.4% |
| 3M | +10.4% | -5.6% | +16.0% | +12.6% |
| 6M | -2.5% | -3.4% | +0.9% | -1.8% |
| YTD | -6.0% | +13.1% | -19.1% | -11.8% |
| 1Y | -56.4% | +2.5% | -58.9% | -57.4% |
| 3Y | +306.3% | +27.6% | +278.7% | +262.3% |
| 5Y | +100.5% | +63.0% | +37.5% | +65.8% |
| 10Y | +741.1% | +359.3% | +381.8% | +367.2% |
| All | +1,252.0% | +3,035.6% | -1,783.6% | +404.7% |
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 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