-21.5%
PINS vs MTUM
+164.9%
-186.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +2.2% |
| 7D | +1.0% | +6.6% | -5.6% | -5.8% |
| 30D | -12.0% | -10.8% | -1.2% | -2.1% |
| 3M | -17.9% | -13.8% | -4.1% | -6.1% |
| 6M | -1.0% | -10.7% | +9.7% | +2.8% |
| YTD | -26.0% | +9.1% | -35.1% | -41.2% |
| 1Y | -28.5% | +11.4% | -39.8% | -44.7% |
| 3Y | -39.2% | +88.8% | -128.0% | -77.7% |
| 5Y | -58.3% | +51.7% | -110.0% | -78.7% |
| All | -21.5% | +164.9% | -186.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling