+4,105.4%
MS vs PAAS
+1,235.6%
+2,869.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +1.4% | -2.9% | +4.3% | +1.7% |
| 30D | -0.3% | +6.8% | -7.0% | -1.1% |
| 3M | +0.3% | -2.9% | +3.2% | +0.3% |
| 6M | +31.3% | -16.4% | +47.8% | +32.9% |
| YTD | +24.7% | 0.0% | +24.6% | +23.4% |
| 1Y | +47.9% | +54.3% | -6.4% | +39.9% |
| 3Y | +178.3% | +230.7% | -52.3% | +140.6% |
| 5Y | +144.9% | +111.6% | +33.3% | +117.2% |
| 10Y | +804.5% | +211.7% | +592.8% | +631.1% |
| All | +4,105.4% | +1,235.6% | +2,869.8% | +2,888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling