+84.3%
MKSI vs PAAS
+119.9%
-35.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.7% | -1.9% | +4.6% | +3.3% |
| 30D | -12.8% | -3.6% | -9.2% | -12.3% |
| 3M | -22.5% | +8.6% | -31.1% | -25.0% |
| 6M | +19.4% | -16.7% | +36.1% | +24.3% |
| YTD | +67.7% | -1.9% | +69.6% | +64.3% |
| 1Y | +131.4% | +38.0% | +93.4% | +102.6% |
| 3Y | +197.3% | +234.9% | -37.6% | +93.0% |
| All | +84.3% | +119.9% | -35.6% | +25.8% |
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