+73.1%
MA vs PAAS
+113.1%
-40.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +1.5% | +6.8% | -5.3% | +0.9% |
| 3M | +20.4% | -2.9% | +23.3% | +20.4% |
| 6M | +11.1% | -16.4% | +27.6% | +12.1% |
| YTD | +2.0% | 0.0% | +1.9% | +0.7% |
| 1Y | -2.2% | +54.3% | -56.5% | -7.8% |
| 3Y | +41.9% | +230.7% | -188.8% | +19.3% |
| All | +73.1% | +113.1% | -40.0% | +49.9% |
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