+7.7%
PAAS vs MSI
+36.5%
-28.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +4.2% | +7.4% | -3.2% | +5.3% |
| 30D | -13.8% | +18.7% | -32.5% | -11.7% |
| 3M | -22.7% | +14.5% | -37.2% | -21.2% |
| 6M | -32.1% | +38.1% | -70.2% | -29.5% |
| YTD | -22.3% | +38.7% | -61.0% | -18.0% |
| 1Y | +7.7% | +35.4% | -27.7% | +18.9% |
| All | +7.7% | +36.5% | -28.9% | +18.9% |
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 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