+237.4%
MP vs PINS
-15.2%
+252.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.7% | +0.7% | -4.2% |
| 7D | -19.0% | -0.7% | -18.3% | -18.9% |
| 30D | -30.5% | -1.2% | -29.3% | -30.5% |
| 3M | -29.6% | -15.3% | -14.3% | -26.8% |
| 6M | -50.4% | -11.2% | -39.3% | -49.7% |
| YTD | -33.2% | -23.6% | -9.7% | -30.3% |
| 1Y | -38.6% | -23.1% | -15.4% | -36.0% |
| 3Y | +105.5% | -36.0% | +141.5% | +112.3% |
| 5Y | -7.8% | -57.2% | +49.3% | -5.4% |
| All | +237.4% | -15.2% | +252.6% | +296.9% |
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 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