+85.8%
MSFU vs PAAS
+187.6%
-101.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.5% |
| 7D | -12.7% | -5.2% | -7.5% | -11.6% |
| 30D | -9.0% | -13.9% | +4.9% | -6.2% |
| 3M | +2.9% | -23.8% | +26.7% | +8.0% |
| 6M | +43.5% | -36.4% | +80.0% | +55.0% |
| YTD | -2.4% | -23.4% | +20.9% | +0.7% |
| 1Y | -13.5% | +5.6% | -19.1% | -16.2% |
| 3Y | +19.2% | +209.7% | -190.5% | -11.9% |
| All | +85.8% | +187.6% | -101.8% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling