-34.5%
PINS vs MCO
+42.5%
-77.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.4% | -7.8% | -8.4% |
| 7D | -13.9% | -3.1% | -10.7% | -12.2% |
| 30D | -25.0% | -0.5% | -24.5% | -24.7% |
| 3M | -16.6% | +5.7% | -22.3% | -19.5% |
| 6M | -7.0% | +3.0% | -10.0% | -8.7% |
| YTD | -29.4% | -6.5% | -22.9% | -26.9% |
| 1Y | -49.9% | -5.8% | -44.2% | -48.6% |
| All | -34.5% | +42.5% | -77.0% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling