+607.1%
MS vs PAAS
+192.1%
+415.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -1.6% | +8.4% | -10.0% | -2.3% |
| 30D | -3.8% | -7.2% | +3.4% | -3.1% |
| 3M | -14.6% | -14.0% | -0.6% | -13.6% |
| 6M | -5.1% | -26.8% | +21.7% | -2.7% |
| YTD | +4.5% | -19.8% | +24.3% | +5.6% |
| 1Y | +13.5% | +22.8% | -9.3% | +10.2% |
| 3Y | +160.4% | +183.6% | -23.2% | +131.6% |
| 5Y | +112.9% | +73.8% | +39.0% | +92.7% |
| All | +607.1% | +192.1% | +415.0% | +537.0% |
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