+13,824.2%
MA vs PAAS
+263.9%
+13,560.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -2.7% | -2.9% | +0.2% | -2.4% |
| 30D | +1.5% | +6.8% | -5.3% | +0.5% |
| 3M | +20.4% | -2.9% | +23.3% | +20.2% |
| 6M | +11.1% | -16.4% | +27.6% | +12.3% |
| YTD | +2.0% | 0.0% | +1.9% | +0.2% |
| 1Y | -2.2% | +54.3% | -56.5% | -9.4% |
| 3Y | +41.9% | +230.7% | -188.8% | +16.2% |
| 5Y | +75.4% | +111.6% | -36.3% | +48.8% |
| 10Y | +527.5% | +211.7% | +315.8% | +371.9% |
| All | +13,824.2% | +263.9% | +13,560.2% | +7,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling