-23.0%
PINS vs MRSH
+111.8%
-134.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.6% |
| 7D | -9.9% | -5.9% | -4.0% | -5.8% |
| 30D | -20.9% | -7.3% | -13.6% | -16.4% |
| 3M | -13.7% | +6.7% | -20.4% | -17.9% |
| 6M | -3.0% | +3.0% | -6.0% | -6.0% |
| YTD | -27.5% | -2.9% | -24.6% | -27.3% |
| 1Y | -46.8% | -9.0% | -37.8% | -44.4% |
| 3Y | -31.8% | -4.3% | -27.5% | -34.5% |
| 5Y | -65.4% | +19.4% | -84.8% | -72.8% |
| All | -23.0% | +111.8% | -134.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling