+15,692.2%
MA vs PAAS
+187.7%
+15,504.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +15.9% | -11.6% | +27.6% | +17.4% |
| 3M | +15.2% | -15.6% | +30.7% | +16.8% |
| 6M | +32.4% | -19.1% | +51.5% | +34.2% |
| YTD | +15.6% | -20.9% | +36.6% | +16.4% |
| 1Y | +19.3% | +21.3% | -2.0% | +13.7% |
| 3Y | +73.0% | +177.4% | -104.4% | +44.3% |
| 5Y | +93.7% | +71.3% | +22.4% | +68.2% |
| 10Y | +575.0% | +181.5% | +393.5% | +412.1% |
| All | +15,692.2% | +187.7% | +15,504.5% | +8,600.7% |
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