+212.2%
PAAS vs MSI
+683.5%
-471.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -5.2% | +7.7% | -12.9% | -6.9% |
| 30D | -13.9% | +19.9% | -33.9% | -17.7% |
| 3M | -23.8% | +14.9% | -38.7% | -26.4% |
| 6M | -36.4% | +37.2% | -73.7% | -41.5% |
| YTD | -23.4% | +40.8% | -64.1% | -30.5% |
| 1Y | +5.6% | +38.1% | -32.5% | -3.7% |
| 3Y | +209.7% | +77.7% | +132.0% | +161.9% |
| 5Y | +55.6% | +129.0% | -73.5% | +21.5% |
| 10Y | +212.2% | +671.3% | -459.0% | +92.0% |
| All | +212.2% | +683.5% | -471.2% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling