-27.9%
PINS vs MTSI
+38.8%
-66.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.8% | -15.0% | -3.7% |
| 7D | -2.1% | -10.0% | +7.9% | -2.3% |
| 30D | -6.6% | -37.2% | +30.5% | -9.0% |
| 3M | -18.7% | -30.1% | +11.3% | -19.7% |
| 6M | -10.4% | -31.9% | +21.5% | -13.1% |
| YTD | -26.8% | +23.2% | -49.9% | -32.1% |
| 1Y | -27.9% | +26.4% | -54.2% | -33.4% |
| All | -27.9% | +38.8% | -66.7% | -33.4% |
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