-22.3%
PINS vs MTSI
+1,179.4%
-1,201.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.8% | -15.0% | -8.1% |
| 7D | -2.1% | -10.0% | +7.9% | +0.6% |
| 30D | -6.6% | -37.2% | +30.5% | +8.1% |
| 3M | -18.7% | -30.1% | +11.3% | -11.8% |
| 6M | -10.4% | -31.9% | +21.5% | -6.8% |
| YTD | -26.8% | +23.2% | -49.9% | -44.1% |
| 1Y | -27.9% | +26.4% | -54.2% | -46.0% |
| 3Y | -38.7% | +186.2% | -224.8% | -72.1% |
| 5Y | -59.0% | +187.0% | -246.0% | -82.2% |
| All | -22.3% | +1,179.4% | -1,201.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling