-57.2%
PINS vs MTSI
+153.3%
-210.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -18.4% | +11.6% | -1.6% |
| 7D | -0.7% | -24.6% | +23.9% | +6.9% |
| 30D | -1.2% | -45.7% | +44.5% | +15.8% |
| 3M | -15.3% | -27.7% | +12.5% | -11.1% |
| 6M | -11.2% | -37.3% | +26.1% | -6.7% |
| YTD | -23.6% | +11.1% | -34.7% | -39.5% |
| 1Y | -23.1% | +27.2% | -50.3% | -43.5% |
| 3Y | -36.0% | +153.7% | -189.7% | -71.0% |
| 5Y | -57.2% | +159.0% | -216.2% | -83.7% |
| All | -57.2% | +153.3% | -210.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling