-5.8%
MSFU vs PAAS
+21.8%
-27.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.2% |
| 7D | +2.5% | +8.4% | -5.9% | +0.6% |
| 30D | -1.3% | -7.2% | +5.9% | +0.2% |
| 3M | +8.6% | -14.0% | +22.7% | +11.1% |
| 6M | +48.4% | -26.8% | +75.2% | +55.4% |
| YTD | +1.6% | -19.8% | +21.4% | +2.8% |
| 1Y | -5.8% | +22.8% | -28.6% | -16.1% |
| All | -5.8% | +21.8% | -27.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling