+259.1%
MP vs PAAS
+65.0%
+194.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.4% | -13.4% | -8.5% |
| 7D | -12.5% | -1.1% | -11.4% | -12.5% |
| 30D | -23.3% | -8.5% | -14.9% | -20.8% |
| 3M | -24.4% | -7.3% | -17.1% | -23.0% |
| 6M | -45.8% | -18.3% | -27.5% | -42.2% |
| YTD | -28.9% | -19.2% | -9.8% | -24.6% |
| 1Y | -34.6% | +26.1% | -60.7% | -42.0% |
| 3Y | +118.7% | +183.6% | -64.9% | +37.9% |
| 5Y | -3.1% | +81.2% | -84.2% | -32.5% |
| All | +259.1% | +65.0% | +194.1% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling