-59.3%
PINS vs MTSI
+183.3%
-242.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.8% | -15.0% | -7.2% |
| 7D | -2.1% | -10.0% | +7.9% | +0.1% |
| 30D | -6.6% | -37.2% | +30.5% | +4.8% |
| 3M | -18.7% | -30.1% | +11.3% | -13.2% |
| 6M | -10.4% | -31.9% | +21.5% | -8.0% |
| YTD | -26.8% | +23.2% | -49.9% | -43.8% |
| 1Y | -27.9% | +26.4% | -54.2% | -45.7% |
| 3Y | -38.7% | +186.2% | -224.8% | -73.3% |
| All | -59.3% | +183.3% | -242.6% | -85.0% |
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