-46.8%
PINS vs MCO
-7.0%
-39.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +3.6% |
| 7D | -9.9% | -7.3% | -2.6% | -6.2% |
| 30D | -20.9% | -1.7% | -19.2% | -20.1% |
| 3M | -13.7% | +3.9% | -17.7% | -15.5% |
| 6M | -3.0% | +3.8% | -6.9% | -5.1% |
| YTD | -27.5% | -7.9% | -19.6% | -25.2% |
| 1Y | -46.8% | -6.8% | -39.9% | -46.4% |
| All | -46.8% | -7.0% | -39.8% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling