+47.9%
MS vs PINS
-45.1%
+93.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.5% |
| 7D | +1.4% | -12.0% | +13.4% | +2.6% |
| 30D | -0.3% | -12.7% | +12.4% | +1.0% |
| 3M | +0.3% | -5.5% | +5.8% | +0.7% |
| 6M | +31.3% | +5.3% | +26.1% | +29.5% |
| YTD | +24.7% | -21.2% | +45.9% | +24.9% |
| 1Y | +47.9% | -45.0% | +93.0% | +49.2% |
| All | +47.9% | -45.1% | +93.0% | +49.2% |
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