+406.1%
MS vs PINS
-19.0%
+425.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -1.7% | -9.4% | +7.6% | 0.0% |
| 30D | +0.9% | -10.2% | +11.1% | +2.8% |
| 3M | -10.8% | -19.0% | +8.2% | -7.8% |
| 6M | +0.9% | -7.4% | +8.3% | +1.1% |
| YTD | +9.8% | -25.7% | +35.5% | +13.6% |
| 1Y | +17.1% | -29.7% | +46.8% | +22.3% |
| 3Y | +175.7% | -38.1% | +213.8% | +185.0% |
| 5Y | +125.9% | -57.3% | +183.1% | +133.8% |
| All | +406.1% | -19.0% | +425.2% | +229.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling