+254.1%
MP vs PINS
-18.7%
+272.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.1% | +6.1% |
| 7D | -10.5% | -2.1% | -8.4% | -10.2% |
| 30D | -23.5% | -6.6% | -16.9% | -22.4% |
| 3M | -25.4% | -18.7% | -6.7% | -21.7% |
| 6M | -51.3% | -10.4% | -40.9% | -50.6% |
| YTD | -29.9% | -26.8% | -3.1% | -26.0% |
| 1Y | -31.8% | -27.9% | -4.0% | -27.8% |
| 3Y | +127.0% | -38.7% | +165.7% | +137.0% |
| 5Y | -3.3% | -59.0% | +55.7% | +0.3% |
| All | +254.1% | -18.7% | +272.8% | +321.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling