-32.7%
PINS vs MAGS
+180.2%
-213.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.9% |
| 7D | -2.1% | -1.4% | -0.7% | -1.0% |
| 30D | -6.6% | -8.4% | +1.7% | -0.5% |
| 3M | -18.7% | -1.5% | -17.2% | -17.7% |
| 6M | -10.4% | -1.4% | -9.0% | -9.7% |
| YTD | -26.8% | +2.4% | -29.1% | -28.1% |
| 1Y | -27.9% | +3.5% | -31.4% | -29.9% |
| 3Y | -38.7% | +125.3% | -164.0% | -66.7% |
| All | -32.7% | +180.2% | -213.0% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling