+176.8%
MS vs PINS
-38.3%
+215.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.1% | +1.0% | +4.1% | +4.9% |
| 30D | +5.7% | -12.0% | +17.7% | +8.0% |
| 3M | -12.2% | -17.9% | +5.7% | -9.4% |
| 6M | -0.5% | -1.0% | +0.5% | -1.5% |
| YTD | +9.8% | -26.0% | +35.9% | +14.0% |
| 1Y | +17.7% | -28.5% | +46.2% | +23.0% |
| 3Y | +176.8% | -39.2% | +216.0% | +164.4% |
| All | +176.8% | -38.3% | +215.1% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling