+145.1%
MS vs PAAS
+113.1%
+32.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +1.4% | -2.9% | +4.3% | +1.8% |
| 30D | -0.3% | +6.8% | -7.0% | -1.5% |
| 3M | +0.3% | -2.9% | +3.2% | +0.2% |
| 6M | +31.3% | -16.4% | +47.8% | +33.4% |
| YTD | +24.7% | 0.0% | +24.6% | +22.5% |
| 1Y | +47.9% | +54.3% | -6.4% | +35.7% |
| 3Y | +178.3% | +230.7% | -52.3% | +120.8% |
| All | +145.1% | +113.1% | +32.0% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling