-16.4%
PINS vs MOH
+71.8%
-88.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -12.0% | +0.4% | -12.4% | -12.1% |
| 30D | -12.7% | +2.9% | -15.6% | -13.1% |
| 3M | -5.5% | +4.1% | -9.7% | -6.4% |
| 6M | +5.3% | +33.8% | -28.6% | -0.9% |
| YTD | -21.2% | +15.7% | -36.9% | -24.7% |
| 1Y | -45.0% | +17.5% | -62.6% | -48.3% |
| 3Y | -26.2% | -35.3% | +9.1% | -25.0% |
| 5Y | -64.0% | -26.9% | -37.0% | -65.7% |
| All | -16.4% | +71.8% | -88.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 all: compounded portfolio wealth divided by compounded MOH 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…
all analysis · Full analysis span regression · 6 months rolling