-7.8%
MP vs PAAS
+75.8%
-83.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.0% |
| 7D | -19.0% | -0.4% | -18.6% | -19.1% |
| 30D | -30.5% | -11.6% | -18.8% | -26.7% |
| 3M | -29.6% | -15.6% | -14.0% | -24.9% |
| 6M | -50.4% | -19.1% | -31.3% | -46.6% |
| YTD | -33.2% | -20.9% | -12.3% | -28.3% |
| 1Y | -38.6% | +21.3% | -59.9% | -45.9% |
| 3Y | +105.5% | +177.4% | -71.9% | +19.0% |
| 5Y | -7.8% | +71.3% | -79.2% | -30.9% |
| All | -7.8% | +75.8% | -83.6% | -30.9% |
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