-24.4%
MP vs PAAS
-7.5%
-16.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.4% | -13.4% | -7.6% |
| 7D | -12.5% | -1.1% | -11.4% | -11.8% |
| 30D | -23.3% | -8.5% | -14.9% | -20.6% |
| 3M | -24.4% | -7.3% | -17.1% | -21.8% |
| All | -24.4% | -7.5% | -16.9% | -21.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling