+2,206.8%
MKSI vs PAAS
+1,163.6%
+1,043.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +7.7% | +2.0% | +5.7% | +7.5% |
| 30D | -12.9% | -0.1% | -12.8% | -13.0% |
| 3M | -14.8% | +8.2% | -23.1% | -15.8% |
| 6M | +26.6% | -13.8% | +40.4% | +28.4% |
| YTD | +66.6% | -0.6% | +67.2% | +65.7% |
| 1Y | +144.6% | +44.0% | +100.6% | +132.8% |
| 3Y | +193.1% | +246.6% | -53.4% | +151.9% |
| 5Y | +88.6% | +116.1% | -27.5% | +67.2% |
| 10Y | +490.9% | +202.7% | +288.2% | +391.7% |
| All | +2,206.8% | +1,163.6% | +1,043.2% | +2,222.1% |
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