-13.0%
PINS vs MOS
-6.2%
-6.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.4% | -13.1% | +0.4% |
| 7D | +1.4% | +17.9% | -16.5% | -2.4% |
| 30D | +5.8% | +1.6% | +4.2% | +4.9% |
| 3M | -17.0% | -4.0% | -13.1% | -17.1% |
| 6M | +1.8% | -4.1% | +5.9% | +1.0% |
| YTD | -18.0% | -7.8% | -10.2% | -19.3% |
| 1Y | -35.5% | -15.6% | -19.9% | -35.3% |
| 3Y | -31.4% | -28.9% | -2.6% | -30.5% |
| 5Y | -51.4% | -36.8% | -14.6% | -51.6% |
| All | -13.0% | -6.2% | -6.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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