+161.8%
MS vs PAAS
+178.1%
-16.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.8% | -5.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -3.9% | -11.6% | +7.7% | -2.2% |
| 3M | -15.9% | -15.6% | -0.3% | -14.1% |
| 6M | -2.5% | -19.1% | +16.7% | -0.3% |
| YTD | +5.1% | -20.9% | +26.0% | +6.6% |
| 1Y | +13.0% | +21.3% | -8.3% | +7.3% |
| All | +161.8% | +178.1% | -16.3% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling