+182.7%
MA vs PINS
-20.2%
+202.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | +14.7% | -6.6% | +21.3% | +15.8% |
| 3M | +13.5% | -18.7% | +32.2% | +16.9% |
| 6M | +33.1% | -10.4% | +43.5% | +34.4% |
| YTD | +15.1% | -26.8% | +41.8% | +19.0% |
| 1Y | +18.7% | -27.9% | +46.6% | +23.0% |
| 3Y | +72.1% | -38.7% | +110.8% | +75.5% |
| 5Y | +92.8% | -59.0% | +151.8% | +98.5% |
| All | +182.7% | -20.2% | +202.9% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling