+445.3%
MP vs PINS
-12.6%
+457.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.0% |
| 7D | -2.9% | -12.0% | +9.2% | +0.6% |
| 30D | +13.8% | -12.7% | +26.5% | +18.1% |
| 3M | -16.7% | -5.5% | -11.2% | -16.0% |
| 6M | -11.5% | +5.3% | -16.8% | -13.7% |
| YTD | +7.9% | -21.2% | +29.1% | +12.6% |
| 1Y | -15.0% | -45.0% | +30.0% | -3.0% |
| 3Y | +153.5% | -26.2% | +179.7% | +150.4% |
| 5Y | +58.7% | -64.0% | +122.6% | +68.2% |
| All | +445.3% | -12.6% | +457.9% | +540.6% |
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