+185.5%
PAAS vs MSI
+670.3%
-484.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +4.2% | +7.4% | -3.2% | +2.4% |
| 30D | -13.8% | +18.7% | -32.5% | -17.3% |
| 3M | -22.7% | +14.5% | -37.2% | -25.3% |
| 6M | -32.1% | +38.1% | -70.2% | -37.6% |
| YTD | -22.3% | +38.7% | -61.0% | -29.2% |
| 1Y | +7.7% | +35.4% | -27.7% | -1.3% |
| 3Y | +214.0% | +75.1% | +138.9% | +167.0% |
| 5Y | +63.2% | +126.4% | -63.2% | +28.2% |
| 10Y | +185.5% | +671.4% | -485.9% | +83.8% |
| All | +185.5% | +670.3% | -484.8% | +83.8% |
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