-35.7%
PINS vs MSTZ
-99.3%
+63.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.3% |
| 7D | -9.4% | +31.0% | -40.4% | -7.2% |
| 30D | -10.2% | +34.0% | -44.2% | -7.3% |
| 3M | -19.0% | -67.7% | +48.7% | -22.8% |
| 6M | -7.4% | -14.9% | +7.6% | -2.7% |
| YTD | -25.7% | -79.1% | +53.3% | -26.5% |
| 1Y | -29.7% | -58.9% | +29.2% | -25.3% |
| All | -35.7% | -99.3% | +63.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling