-66.8%
PINS vs MTUM
+80.5%
-147.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.4% |
| 7D | -13.9% | +4.1% | -18.0% | -16.9% |
| 30D | -25.0% | +0.6% | -25.6% | -25.8% |
| 3M | -16.6% | -0.6% | -16.0% | -19.4% |
| 6M | -7.0% | +25.3% | -32.3% | -31.5% |
| YTD | -29.4% | +23.8% | -53.2% | -47.8% |
| 1Y | -49.9% | +25.4% | -75.3% | -63.6% |
| 3Y | -33.6% | +117.3% | -150.9% | -77.3% |
| 5Y | -66.8% | +79.7% | -146.5% | -85.9% |
| All | -66.8% | +80.5% | -147.3% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling