+384.4%
MS vs PINS
-16.7%
+401.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.7% | +0.8% | -4.7% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -3.9% | -1.2% | -2.7% | -3.8% |
| 3M | -15.9% | -15.3% | -0.6% | -13.8% |
| 6M | -2.5% | -11.2% | +8.7% | -1.5% |
| YTD | +5.1% | -23.6% | +28.7% | +8.2% |
| 1Y | +13.0% | -23.1% | +36.1% | +16.0% |
| 3Y | +160.7% | -36.0% | +196.7% | +167.9% |
| 5Y | +114.0% | -57.2% | +171.2% | +121.5% |
| All | +384.4% | -16.7% | +401.1% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling