-16.4%
PINS vs MRSH
+121.8%
-138.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.1% |
| 7D | -12.0% | -3.6% | -8.4% | -9.7% |
| 30D | -12.7% | -3.0% | -9.7% | -10.7% |
| 3M | -5.5% | +15.8% | -21.3% | -15.5% |
| 6M | +5.3% | +1.6% | +3.7% | +3.1% |
| YTD | -21.2% | +1.7% | -22.9% | -23.6% |
| 1Y | -45.0% | -8.0% | -37.0% | -42.8% |
| 3Y | -26.2% | -0.3% | -26.0% | -31.2% |
| 5Y | -64.0% | +25.9% | -89.9% | -72.7% |
| All | -16.4% | +121.8% | -138.2% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling