-66.8%
PINS vs MRSH
+20.1%
-87.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.0% | -7.2% | -7.9% |
| 7D | -13.9% | -5.9% | -8.0% | -10.4% |
| 30D | -25.0% | -7.3% | -17.7% | -21.1% |
| 3M | -16.6% | +7.4% | -24.0% | -20.6% |
| 6M | -7.0% | -0.7% | -6.3% | -7.3% |
| YTD | -29.4% | -3.2% | -26.2% | -29.0% |
| 1Y | -49.9% | -10.6% | -39.3% | -47.0% |
| 3Y | -33.6% | -4.6% | -29.1% | -37.7% |
| 5Y | -66.8% | +19.3% | -86.1% | -77.3% |
| All | -66.8% | +20.1% | -87.0% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling