-34.5%
PINS vs MRSH
-4.9%
-29.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.0% | -7.2% | -8.6% |
| 7D | -13.9% | -5.9% | -8.0% | -12.3% |
| 30D | -25.0% | -7.3% | -17.7% | -23.2% |
| 3M | -16.6% | +7.4% | -24.0% | -18.2% |
| 6M | -7.0% | -0.7% | -6.3% | -7.4% |
| YTD | -29.4% | -3.2% | -26.2% | -29.5% |
| 1Y | -49.9% | -10.6% | -39.3% | -49.3% |
| All | -34.5% | -4.9% | -29.6% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling