+2,781.3%
MSCI vs PAAS
+54.3%
+2,726.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +18.2% | -11.6% | +29.8% | +19.8% |
| 3M | +15.1% | -15.6% | +30.7% | +17.0% |
| 6M | +13.7% | -19.1% | +32.9% | +15.5% |
| YTD | +15.6% | -20.9% | +36.5% | +16.5% |
| 1Y | +16.3% | +21.3% | -5.0% | +10.3% |
| 3Y | +36.9% | +177.4% | -140.5% | +12.1% |
| 5Y | +6.3% | +71.3% | -65.0% | -8.8% |
| 10Y | +823.0% | +181.5% | +641.5% | +593.8% |
| All | +2,781.3% | +54.3% | +2,726.9% | +1,607.3% |
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 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