+26.1%
PAAS vs MSI
+28.6%
-2.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.1% | +8.5% |
| 7D | -1.1% | +2.8% | -3.9% | -0.7% |
| 30D | -8.5% | +9.1% | -17.6% | -7.4% |
| 3M | -7.3% | +12.5% | -19.8% | -6.0% |
| 6M | -18.3% | +14.2% | -32.5% | -16.9% |
| YTD | -19.2% | +30.7% | -49.9% | -16.8% |
| 1Y | +26.1% | +27.5% | -1.4% | +37.4% |
| All | +26.1% | +28.6% | -2.4% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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