-37.3%
MP vs PINS
-30.5%
-6.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.0% |
| 7D | +11.0% | -3.4% | +14.4% | +11.4% |
| 30D | -11.7% | -14.5% | +2.8% | -10.0% |
| 3M | -30.8% | -16.5% | -14.3% | -29.2% |
| 6M | -42.9% | -7.0% | -35.9% | -42.3% |
| YTD | -25.9% | -26.1% | +0.3% | -26.7% |
| 1Y | -37.3% | -30.0% | -7.3% | -37.9% |
| All | -37.3% | -30.5% | -6.7% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling