+578.8%
MS vs PAAS
+178.0%
+400.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.8% |
| 7D | +0.7% | +8.8% | -8.1% | -0.1% |
| 30D | -0.9% | -8.5% | +7.5% | -0.1% |
| 3M | -13.0% | -17.0% | +4.0% | -11.6% |
| 6M | -2.0% | -27.9% | +25.9% | +0.6% |
| YTD | +7.8% | -17.5% | +25.3% | +8.6% |
| 1Y | +17.9% | +22.8% | -5.0% | +14.4% |
| 3Y | +174.8% | +224.2% | -49.4% | +142.2% |
| 5Y | +119.9% | +73.6% | +46.2% | +98.9% |
| 10Y | +578.8% | +186.4% | +392.5% | +510.8% |
| All | +578.8% | +178.0% | +400.9% | +510.8% |
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