+160.4%
MS vs PINS
-38.9%
+199.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | -3.8% | -6.6% | +2.9% | -2.7% |
| 3M | -14.6% | -18.7% | +4.1% | -11.8% |
| 6M | -5.1% | -10.4% | +5.3% | -4.3% |
| YTD | +4.5% | -26.8% | +31.3% | +8.7% |
| 1Y | +13.5% | -27.9% | +41.4% | +18.4% |
| 3Y | +160.4% | -38.7% | +199.1% | +148.2% |
| All | +160.4% | -38.9% | +199.3% | +148.2% |
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