-35.2%
PINS vs MAGS
+187.7%
-222.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.5% |
| 7D | -13.9% | +0.8% | -14.7% | -14.4% |
| 30D | -25.0% | +0.4% | -25.4% | -25.2% |
| 3M | -16.6% | +5.6% | -22.2% | -19.9% |
| 6M | -7.0% | +12.3% | -19.3% | -14.8% |
| YTD | -29.4% | +5.1% | -34.5% | -32.1% |
| 1Y | -49.9% | +14.0% | -63.9% | -54.8% |
| 3Y | -33.6% | +129.4% | -163.0% | -64.6% |
| All | -35.2% | +187.7% | -222.8% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling