Add css file by link or mu plugin?

Hello, I am a newbie in web design.

I am looking to add a couple of css files, one of them to make a lot of admin css changes. I currently have the following in an mu plugin file:

add_action('login_head', 'custom_admin');
add_action('admin_head', 'custom_admin'); 

function custom_admin() {
   echo '<style type="text/css">
      /*all my admin css code here*/
   </style>';
}

However, would anyone be able to tell me if it would be better and faster on page speeds to do a link to a custom css file by my functions.php. something like (not tested):

function custom_admin(){
   echo '<link rel="stylesheet" type="text/css" href="link-to-my-stylesheet.css"/>'
}

add_action('login_head', 'custom_admin');
add_action('admin_head', 'custom_admin');

I would much prefer this way also as I can see the css color codes.

Thanks in advance.