+3,669.5%
MS vs PAAS
+979.4%
+2,690.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.1% | +3.4% |
| 7D | +2.6% | -1.1% | +3.7% | +2.7% |
| 30D | +2.6% | -8.5% | +11.1% | +3.5% |
| 3M | -10.1% | -7.3% | -2.8% | -9.7% |
| 6M | +4.4% | -18.3% | +22.6% | +5.9% |
| YTD | +11.7% | -19.2% | +30.9% | +12.8% |
| 1Y | +20.9% | +26.1% | -5.2% | +16.8% |
| 3Y | +177.1% | +183.6% | -6.5% | +143.3% |
| 5Y | +127.7% | +81.2% | +46.6% | +105.1% |
| 10Y | +684.1% | +187.8% | +496.3% | +539.3% |
| All | +3,669.5% | +979.4% | +2,690.1% | +2,632.8% |
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 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