-32.4%
PINS vs MAGS
+186.7%
-219.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -1.1% |
| 7D | -6.2% | +1.3% | -7.5% | -7.0% |
| 30D | -10.9% | -6.3% | -4.6% | -6.6% |
| 3M | -19.5% | -0.1% | -19.4% | -19.4% |
| 6M | -10.4% | -0.8% | -9.6% | -10.1% |
| YTD | -26.4% | +4.7% | -31.1% | -29.0% |
| 1Y | -29.6% | +6.8% | -36.4% | -33.2% |
| 3Y | -39.0% | +128.9% | -167.9% | -67.3% |
| All | -32.4% | +186.7% | -219.1% | -68.9% |
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