-21.5%
PINS vs MCO
+188.5%
-210.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +0.6% |
| 30D | -12.0% | +9.8% | -21.8% | -18.4% |
| 3M | -17.9% | +4.3% | -22.2% | -20.7% |
| 6M | -1.0% | +16.5% | -17.5% | -12.9% |
| YTD | -26.0% | +0.1% | -26.2% | -27.3% |
| 1Y | -28.5% | +4.4% | -32.9% | -32.3% |
| 3Y | -39.2% | +51.6% | -90.8% | -59.3% |
| 5Y | -58.3% | +36.7% | -95.0% | -69.9% |
| All | -21.5% | +188.5% | -210.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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