+16.2%
MS vs PINS
-30.4%
+46.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.8% | -6.9% | +7.7% | +1.8% |
| 30D | -0.7% | -11.4% | +10.8% | +0.7% |
| 3M | -12.4% | -22.2% | +9.9% | -9.8% |
| 6M | -1.7% | -10.9% | +9.2% | -0.8% |
| YTD | +8.0% | -26.8% | +34.9% | +10.0% |
| 1Y | +16.2% | -29.8% | +46.1% | +19.9% |
| All | +16.2% | -30.4% | +46.6% | +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