+537.0%
MS vs PAAS
+207.5%
+329.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.3% |
| 7D | +3.7% | -7.0% | +10.7% | +4.4% |
| 30D | +2.0% | -15.3% | +17.3% | +3.6% |
| 3M | -12.6% | -27.7% | +15.2% | -9.9% |
| 6M | -0.3% | -40.5% | +40.2% | +4.4% |
| YTD | +9.0% | -26.5% | +35.5% | +11.1% |
| 1Y | +13.9% | -0.8% | +14.6% | +12.7% |
| 3Y | +173.6% | +196.9% | -23.3% | +142.6% |
| 5Y | +122.0% | +49.2% | +72.8% | +103.1% |
| All | +537.0% | +207.5% | +329.5% | +477.0% |
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