+70.6%
MA vs PINS
-38.0%
+108.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.8% | -9.4% | +7.6% | -0.8% |
| 30D | +11.0% | -10.2% | +21.3% | +12.2% |
| 3M | +17.9% | -19.0% | +36.9% | +20.1% |
| 6M | +33.2% | -7.4% | +40.5% | +33.6% |
| YTD | +16.5% | -25.7% | +42.2% | +18.1% |
| 1Y | +19.1% | -29.7% | +48.8% | +21.2% |
| All | +70.6% | -38.0% | +108.6% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling