+122.0%
MO vs PINS
-14.1%
+136.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.3% | -12.0% | +12.4% | +0.7% |
| 30D | +0.6% | -12.7% | +13.3% | +1.0% |
| 3M | -1.0% | -5.5% | +4.5% | -0.9% |
| 6M | +4.3% | +5.3% | -0.9% | +4.1% |
| YTD | +23.3% | -21.2% | +44.5% | +23.9% |
| 1Y | +10.5% | -45.0% | +55.5% | +12.2% |
| 3Y | +96.3% | -26.2% | +122.5% | +94.8% |
| 5Y | +98.9% | -64.0% | +162.8% | +102.9% |
| All | +122.0% | -14.1% | +136.1% | +85.8% |
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