-11.2%
PINS vs MTSI
-35.1%
+23.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -18.4% | +11.6% | -7.7% |
| 7D | -0.7% | -24.6% | +23.9% | -2.3% |
| 30D | -1.2% | -45.7% | +44.5% | -5.9% |
| 3M | -15.3% | -27.7% | +12.5% | -16.1% |
| 6M | -11.2% | -37.3% | +26.1% | -13.7% |
| All | -11.2% | -35.1% | +23.9% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling