-45.0%
PINS vs MTSI
+105.1%
-150.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.0% |
| 7D | -12.0% | +1.4% | -13.4% | -12.0% |
| 30D | -12.7% | +2.1% | -14.8% | -12.7% |
| 3M | -5.5% | -29.7% | +24.2% | -6.8% |
| 6M | +5.3% | +12.5% | -7.3% | +2.0% |
| YTD | -21.2% | +57.0% | -78.2% | -28.1% |
| 1Y | -45.0% | +103.9% | -149.0% | -54.3% |
| All | -45.0% | +105.1% | -150.1% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling