+58.1%
MP vs PAAS
+113.1%
-54.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.5% |
| 7D | -2.9% | -2.9% | 0.0% | -1.6% |
| 30D | +13.8% | +6.8% | +7.0% | +9.6% |
| 3M | -16.7% | -2.9% | -13.8% | -16.4% |
| 6M | -11.5% | -16.4% | +4.9% | -5.7% |
| YTD | +7.9% | 0.0% | +7.9% | +4.7% |
| 1Y | -15.0% | +54.3% | -69.4% | -32.7% |
| 3Y | +153.5% | +230.7% | -77.2% | +35.6% |
| All | +58.1% | +113.1% | -54.9% | -0.4% |
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