+1,249.5%
MSTR vs LIN
+3,345.3%
-2,095.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.0% |
| 7D | -1.8% | +3.3% | -5.1% | -3.2% |
| 30D | -13.3% | +8.8% | -22.1% | -16.5% |
| 3M | +46.0% | +8.6% | +37.3% | +40.3% |
| 6M | -22.4% | +7.0% | -29.5% | -25.3% |
| YTD | -6.2% | +24.3% | -30.5% | -15.6% |
| 1Y | -42.3% | +27.3% | -69.5% | -48.7% |
| 3Y | +214.0% | +38.9% | +175.1% | +169.4% |
| 5Y | +78.2% | +69.4% | +8.8% | +44.0% |
| 10Y | +649.6% | +440.7% | +208.8% | +289.6% |
| All | +1,249.5% | +3,345.3% | -2,095.8% | +382.8% |
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 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