-23.0%
PINS vs MTUM
+194.8%
-217.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +4.9% |
| 7D | -9.9% | +1.2% | -11.2% | -11.3% |
| 30D | -20.9% | -1.7% | -19.2% | -20.1% |
| 3M | -13.7% | -0.5% | -13.3% | -17.6% |
| 6M | -3.0% | +22.3% | -25.4% | -29.9% |
| YTD | -27.5% | +21.4% | -48.8% | -47.5% |
| 1Y | -46.8% | +20.0% | -66.8% | -61.1% |
| 3Y | -31.8% | +113.0% | -144.8% | -77.7% |
| 5Y | -65.4% | +77.3% | -142.7% | -85.0% |
| All | -23.0% | +194.8% | -217.8% | -83.0% |
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