-21.6%
PINS vs MTSI
+1,390.4%
-1,412.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | -3.4% | +29.1% | -32.5% | -12.5% |
| 30D | -14.5% | -20.4% | +5.9% | -9.4% |
| 3M | -16.5% | -20.9% | +4.4% | -13.3% |
| 6M | -7.0% | -32.3% | +25.2% | -1.8% |
| YTD | -26.1% | +43.5% | -69.6% | -46.8% |
| 1Y | -30.0% | +43.8% | -73.8% | -49.9% |
| 3Y | -38.5% | +218.8% | -257.2% | -72.9% |
| 5Y | -58.4% | +228.3% | -286.7% | -82.8% |
| All | -21.6% | +1,390.4% | -1,412.0% | -83.9% |
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