+18.7%
MA vs PINS
-27.3%
+46.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.7% |
| 30D | +14.7% | -6.6% | +21.3% | +15.8% |
| 3M | +13.5% | -18.7% | +32.2% | +16.5% |
| 6M | +33.1% | -10.4% | +43.5% | +34.1% |
| YTD | +15.1% | -26.8% | +41.8% | +14.0% |
| 1Y | +18.7% | -27.9% | +46.6% | +16.0% |
| All | +18.7% | -27.3% | +46.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 1y: compounded portfolio wealth divided by compounded PINS 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…
1y analysis · Full analysis span regression · 6 months rolling