+88.5%
MA vs PAAS
+48.6%
+39.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +1.3% | -8.9% | +10.2% | +1.9% |
| 30D | +9.6% | -11.4% | +21.0% | +10.4% |
| 3M | +16.8% | -20.4% | +37.2% | +18.3% |
| 6M | +35.2% | -40.7% | +75.9% | +39.7% |
| YTD | +16.6% | -26.9% | +43.5% | +17.4% |
| 1Y | +19.8% | -3.1% | +22.8% | +17.1% |
| 3Y | +70.7% | +199.3% | -128.6% | +40.9% |
| All | +88.5% | +48.6% | +39.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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