-13.0%
PINS vs MAS
+144.9%
-158.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +1.1% |
| 7D | +1.4% | +14.2% | -12.7% | -6.0% |
| 30D | +5.8% | +26.8% | -21.0% | -7.7% |
| 3M | -17.0% | +13.1% | -30.2% | -23.1% |
| 6M | +1.8% | +27.9% | -26.2% | -13.5% |
| YTD | -18.0% | +38.7% | -56.7% | -35.5% |
| 1Y | -35.5% | +40.4% | -75.9% | -49.8% |
| 3Y | -31.4% | +66.1% | -97.5% | -54.5% |
| 5Y | -51.4% | +47.4% | -98.8% | -65.9% |
| All | -13.0% | +144.9% | -158.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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