+237.4%
MP vs PAAS
+61.4%
+176.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.1% |
| 7D | -19.0% | -0.4% | -18.6% | -19.1% |
| 30D | -30.5% | -11.6% | -18.8% | -27.1% |
| 3M | -29.6% | -15.6% | -14.0% | -25.3% |
| 6M | -50.4% | -19.1% | -31.3% | -46.9% |
| YTD | -33.2% | -20.9% | -12.3% | -28.5% |
| 1Y | -38.6% | +21.3% | -59.9% | -44.7% |
| 3Y | +105.5% | +177.4% | -71.9% | +30.8% |
| 5Y | -7.8% | +71.3% | -79.2% | -34.7% |
| All | +237.4% | +61.4% | +176.0% | +146.8% |
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 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