-18.9%
PINS vs MOS
-3.1%
-15.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.3% | -10.0% | -7.5% |
| 7D | -0.7% | +22.5% | -23.1% | -5.2% |
| 30D | -1.2% | +6.6% | -7.8% | -3.1% |
| 3M | -15.3% | -3.8% | -11.5% | -15.4% |
| 6M | -11.2% | -2.2% | -9.0% | -12.2% |
| YTD | -23.6% | -4.8% | -18.8% | -25.3% |
| 1Y | -23.1% | -11.7% | -11.4% | -23.7% |
| 3Y | -36.0% | -26.5% | -9.5% | -35.6% |
| 5Y | -57.2% | -32.2% | -25.0% | -58.2% |
| All | -18.9% | -3.1% | -15.8% | -40.4% |
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