+15,627.2%
MSFT vs PAAS
+1,235.6%
+14,391.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +2.7% | +6.8% | -4.1% | +2.2% |
| 3M | +17.0% | -2.9% | +19.8% | +16.9% |
| 6M | +23.8% | -16.4% | +40.3% | +24.6% |
| YTD | +4.0% | 0.0% | +4.0% | +3.3% |
| 1Y | -0.8% | +54.3% | -55.1% | -4.2% |
| 3Y | +55.6% | +230.7% | -175.1% | +41.9% |
| 5Y | +72.9% | +111.6% | -38.7% | +60.2% |
| 10Y | +875.8% | +211.7% | +664.1% | +765.2% |
| All | +15,627.2% | +1,235.6% | +14,391.6% | +12,195.7% |
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