-28.5%
PINS vs MCO
+4.6%
-33.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | -12.0% | +9.8% | -21.8% | -16.5% |
| 3M | -17.9% | +4.3% | -22.2% | -19.6% |
| 6M | -1.0% | +16.5% | -17.5% | -9.0% |
| YTD | -26.0% | +0.1% | -26.2% | -26.6% |
| 1Y | -28.5% | +4.4% | -32.9% | -29.0% |
| All | -28.5% | +4.6% | -33.0% | -29.0% |
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