+21.3%
PAAS vs MAS
+37.4%
-16.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.1% |
| 7D | -0.4% | +4.6% | -5.0% | -1.6% |
| 30D | -11.6% | +19.9% | -31.5% | -16.4% |
| 3M | -15.6% | +8.9% | -24.5% | -18.0% |
| 6M | -19.1% | +20.2% | -39.3% | -24.2% |
| YTD | -20.9% | +33.9% | -54.8% | -29.2% |
| 1Y | +21.3% | +34.7% | -13.4% | +9.4% |
| All | +21.3% | +37.4% | -16.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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