-60.1%
PINS vs MRSH
+34.9%
-94.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.5% |
| 7D | +1.0% | +1.4% | -0.4% | +0.1% |
| 30D | -12.0% | +16.5% | -28.5% | -20.2% |
| 3M | -17.9% | +10.8% | -28.6% | -23.0% |
| 6M | -1.0% | +32.1% | -33.1% | -17.6% |
| YTD | -26.0% | +14.5% | -40.5% | -33.2% |
| 1Y | -28.5% | +15.5% | -44.0% | -35.9% |
| 3Y | -39.2% | +9.3% | -48.5% | -46.9% |
| All | -60.1% | +34.9% | -94.9% | -75.6% |
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