-21.5%
PINS vs MRSH
+149.6%
-171.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.6% |
| 7D | +1.0% | +1.4% | -0.4% | 0.0% |
| 30D | -12.0% | +16.5% | -28.5% | -21.2% |
| 3M | -17.9% | +10.8% | -28.6% | -23.6% |
| 6M | -1.0% | +32.1% | -33.1% | -19.4% |
| YTD | -26.0% | +14.5% | -40.5% | -34.1% |
| 1Y | -28.5% | +15.5% | -44.0% | -36.8% |
| 3Y | -39.2% | +9.3% | -48.5% | -46.6% |
| 5Y | -58.3% | +35.1% | -93.4% | -69.9% |
| All | -21.5% | +149.6% | -171.1% | -63.5% |
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