-29.1%
PINS vs MTSI
+224.7%
-253.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.7% |
| 7D | -12.0% | +1.4% | -13.4% | -12.2% |
| 30D | -12.7% | +2.1% | -14.8% | -13.7% |
| 3M | -5.5% | -29.7% | +24.2% | -0.7% |
| 6M | +5.3% | +12.5% | -7.3% | -3.3% |
| YTD | -21.2% | +57.0% | -78.2% | -35.8% |
| 1Y | -45.0% | +103.9% | -149.0% | -59.7% |
| All | -29.1% | +224.7% | -253.8% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling