+185.8%
PAAS vs MAS
+67.0%
+118.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.6% | +2.7% | +7.2% |
| 7D | -1.1% | +14.2% | -15.3% | -3.6% |
| 30D | -8.5% | +26.8% | -35.3% | -12.7% |
| 3M | -7.3% | +13.1% | -20.4% | -9.7% |
| 6M | -18.3% | +27.9% | -46.2% | -22.3% |
| YTD | -19.2% | +38.7% | -57.8% | -24.5% |
| 1Y | +26.1% | +40.4% | -14.2% | +17.7% |
| All | +185.8% | +67.0% | +118.9% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling