+622.3%
MSCI vs PAAS
+206.7%
+415.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.7% |
| 30D | +0.6% | +6.8% | -6.2% | -0.4% |
| 3M | -7.1% | -2.9% | -4.2% | -7.2% |
| 6M | +0.8% | -16.4% | +17.3% | +2.0% |
| YTD | +1.0% | 0.0% | +1.0% | -0.8% |
| 1Y | +4.3% | +54.3% | -50.0% | -3.7% |
| 3Y | +9.9% | +230.7% | -220.7% | -11.7% |
| 5Y | -6.8% | +111.6% | -118.4% | -22.1% |
| All | +622.3% | +206.7% | +415.7% | +472.8% |
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