+183.6%
PAAS vs MSI
+77.7%
+105.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +8.4% | +4.7% | +3.7% | +7.9% |
| 30D | -7.2% | +14.8% | -21.9% | -8.6% |
| 3M | -14.0% | +8.8% | -22.8% | -14.8% |
| 6M | -26.8% | +19.3% | -46.1% | -28.5% |
| YTD | -19.8% | +35.3% | -55.1% | -24.3% |
| 1Y | +22.8% | +33.8% | -10.9% | +16.3% |
| 3Y | +183.6% | +74.4% | +109.2% | +186.3% |
| All | +183.6% | +77.7% | +105.9% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling