+32.4%
MA vs PAAS
-21.6%
+54.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.0% |
| 30D | +15.9% | -11.6% | +27.6% | +15.1% |
| 3M | +15.2% | -15.6% | +30.7% | +14.3% |
| 6M | +32.4% | -19.1% | +51.5% | +31.0% |
| All | +32.4% | -21.6% | +54.0% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling