-32.1%
PINS vs MAGS
+184.9%
-217.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.4% |
| 7D | +1.0% | +1.7% | -0.7% | -0.2% |
| 30D | -12.0% | -5.8% | -6.2% | -8.1% |
| 3M | -17.9% | +0.2% | -18.1% | -18.0% |
| 6M | -1.0% | -2.7% | +1.6% | +0.8% |
| YTD | -26.0% | +4.1% | -30.1% | -28.3% |
| 1Y | -28.5% | +7.5% | -36.0% | -32.3% |
| 3Y | -39.2% | +122.0% | -161.2% | -66.6% |
| All | -32.1% | +184.9% | -217.0% | -68.6% |
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