+73.1%
MA vs PINS
-64.0%
+137.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | -2.7% | -12.0% | +9.3% | -0.9% |
| 30D | +1.5% | -12.7% | +14.2% | +3.4% |
| 3M | +20.4% | -5.5% | +25.9% | +21.0% |
| 6M | +11.1% | +5.3% | +5.9% | +9.6% |
| YTD | +2.0% | -21.2% | +23.2% | +4.2% |
| 1Y | -2.2% | -45.0% | +42.9% | +4.6% |
| 3Y | +41.9% | -26.2% | +68.1% | +39.1% |
| All | +73.1% | -64.0% | +137.1% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling