+159.3%
MP vs PINS
-38.3%
+197.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +9.5% | +1.0% | +8.5% | +9.2% |
| 30D | -3.0% | -12.0% | +9.0% | -0.6% |
| 3M | -30.4% | -17.9% | -12.5% | -27.8% |
| 6M | -39.2% | -1.0% | -38.1% | -39.7% |
| YTD | -23.3% | -26.0% | +2.8% | -19.6% |
| 1Y | -32.6% | -28.5% | -4.2% | -28.9% |
| 3Y | +159.3% | -39.2% | +198.5% | +138.3% |
| All | +159.3% | -38.3% | +197.5% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling