+196.2%
PAAS vs MSI
+664.3%
-468.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -8.9% | +3.2% | -12.2% | -9.6% |
| 30D | -11.4% | +17.6% | -29.0% | -14.8% |
| 3M | -20.4% | +14.5% | -35.0% | -23.1% |
| 6M | -40.7% | +34.3% | -74.9% | -45.1% |
| YTD | -26.9% | +39.7% | -66.7% | -33.6% |
| 1Y | -3.1% | +40.2% | -43.2% | -12.0% |
| 3Y | +199.3% | +77.1% | +122.1% | +153.3% |
| 5Y | +48.3% | +124.0% | -75.8% | +16.5% |
| All | +196.2% | +664.3% | -468.2% | +83.9% |
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