+254.1%
MP vs PAAS
+63.7%
+190.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +4.4% |
| 7D | -10.5% | +8.4% | -18.9% | -13.7% |
| 30D | -23.5% | -7.2% | -16.4% | -21.4% |
| 3M | -25.4% | -14.0% | -11.4% | -21.5% |
| 6M | -51.3% | -26.8% | -24.5% | -45.6% |
| YTD | -29.9% | -19.8% | -10.1% | -25.4% |
| 1Y | -31.8% | +22.8% | -54.7% | -38.9% |
| 3Y | +127.0% | +183.6% | -56.7% | +43.2% |
| 5Y | -3.3% | +73.8% | -77.1% | -31.8% |
| All | +254.1% | +63.7% | +190.4% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling