-23.1%
PINS vs MOD
-37.4%
+14.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.5% | -6.9% |
| 7D | -0.7% | -34.2% | +33.5% | -1.8% |
| 30D | -1.2% | -51.9% | +50.7% | -3.1% |
| 3M | -15.3% | -53.0% | +37.8% | -16.9% |
| 6M | -11.2% | -66.4% | +55.2% | -14.4% |
| YTD | -23.6% | -31.5% | +8.0% | -28.4% |
| 1Y | -23.1% | -39.6% | +16.4% | -27.1% |
| All | -23.1% | -37.4% | +14.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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