-13.0%
PINS vs MTSI
+1,313.8%
-1,326.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | +1.4% | -10.7% | +12.1% | +5.4% |
| 30D | +5.8% | -29.0% | +34.8% | +17.9% |
| 3M | -17.0% | -14.7% | -2.3% | -16.2% |
| 6M | +1.8% | -20.1% | +21.9% | +0.3% |
| YTD | -18.0% | +36.1% | -54.1% | -39.2% |
| 1Y | -35.5% | +61.7% | -97.3% | -56.6% |
| 3Y | -31.4% | +210.7% | -242.1% | -69.4% |
| 5Y | -51.4% | +212.8% | -264.2% | -79.3% |
| All | -13.0% | +1,313.8% | -1,326.8% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling