-36.0%
PINS vs MSTU
-91.8%
+55.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.9% | +12.3% | +0.5% |
| 7D | -3.4% | -23.0% | +19.6% | -1.5% |
| 30D | -14.5% | -47.7% | +33.2% | -10.6% |
| 3M | -16.5% | +12.5% | -29.0% | -19.3% |
| 6M | -7.0% | -76.1% | +69.1% | -0.7% |
| YTD | -26.1% | -75.5% | +49.3% | -24.3% |
| 1Y | -30.0% | -90.1% | +60.1% | -22.7% |
| All | -36.0% | -91.8% | +55.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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