+396.8%
MS vs PINS
-19.7%
+416.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +0.7% | -6.2% | +6.9% | +1.9% |
| 30D | -0.9% | -10.9% | +10.0% | +1.0% |
| 3M | -13.0% | -19.5% | +6.5% | -10.0% |
| 6M | -2.0% | -10.4% | +8.4% | -1.1% |
| YTD | +7.8% | -26.4% | +34.2% | +11.7% |
| 1Y | +17.9% | -29.6% | +47.5% | +23.1% |
| 3Y | +174.8% | -39.0% | +213.8% | +184.8% |
| 5Y | +119.9% | -59.1% | +179.0% | +129.4% |
| All | +396.8% | -19.7% | +416.6% | +223.9% |
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 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