-30.0%
PINS vs MTSI
+43.1%
-73.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | -3.4% | +29.1% | -32.5% | -2.2% |
| 30D | -14.5% | -20.4% | +5.9% | -15.6% |
| 3M | -16.5% | -20.9% | +4.4% | -17.1% |
| 6M | -7.0% | -32.3% | +25.2% | -9.2% |
| YTD | -26.1% | +43.5% | -69.6% | -31.8% |
| 1Y | -30.0% | +43.8% | -73.8% | -35.2% |
| All | -30.0% | +43.1% | -73.1% | -35.2% |
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