+20.9%
MS vs PINS
-35.1%
+56.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | +2.6% | +5.8% | -3.2% | +2.0% |
| 3M | -10.1% | -17.0% | +7.0% | -8.8% |
| 6M | +4.4% | +1.8% | +2.6% | +3.7% |
| YTD | +11.7% | -18.0% | +29.8% | +10.1% |
| 1Y | +20.9% | -35.5% | +56.5% | +19.9% |
| All | +20.9% | -35.1% | +56.0% | +19.9% |
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