-63.0%
PINS vs MTZ
+165.9%
-228.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -2.2% |
| 7D | -5.2% | +3.6% | -8.8% | -6.1% |
| 30D | -14.9% | -9.6% | -5.3% | -13.0% |
| 3M | -8.4% | -31.9% | +23.5% | -1.1% |
| 6M | +0.6% | -13.8% | +14.5% | -0.2% |
| YTD | -22.2% | +13.3% | -35.5% | -29.9% |
| 1Y | -46.9% | +39.3% | -86.2% | -55.8% |
| 3Y | -26.9% | +168.3% | -195.2% | -52.6% |
| 5Y | -63.0% | +166.4% | -229.4% | -78.5% |
| All | -63.0% | +165.9% | -228.9% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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