-16.4%
PINS vs MAS
+105.1%
-121.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -3.2% |
| 7D | -12.0% | -0.8% | -11.3% | -11.7% |
| 30D | -12.7% | -5.6% | -7.1% | -10.0% |
| 3M | -5.5% | +4.4% | -10.0% | -9.4% |
| 6M | +5.3% | +7.2% | -1.9% | -2.3% |
| YTD | -21.2% | +16.1% | -37.3% | -31.2% |
| 1Y | -45.0% | +0.1% | -45.1% | -47.5% |
| 3Y | -26.2% | +28.3% | -54.5% | -42.8% |
| 5Y | -64.0% | +30.5% | -94.4% | -73.2% |
| All | -16.4% | +105.1% | -121.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling