+145.1%
MS vs PINS
-64.0%
+209.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.6% |
| 7D | +1.4% | -12.0% | +13.4% | +3.6% |
| 30D | -0.3% | -12.7% | +12.4% | +2.0% |
| 3M | +0.3% | -5.5% | +5.8% | +0.7% |
| 6M | +31.3% | +5.3% | +26.1% | +28.8% |
| YTD | +24.7% | -21.2% | +45.9% | +28.0% |
| 1Y | +47.9% | -45.0% | +93.0% | +60.9% |
| 3Y | +178.3% | -26.2% | +204.6% | +178.3% |
| All | +145.1% | -64.0% | +209.1% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling