+49.2%
PAAS vs MSI
+126.2%
-77.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -7.0% | +2.6% | -9.6% | -7.6% |
| 30D | -15.3% | +18.1% | -33.4% | -18.8% |
| 3M | -27.7% | +13.2% | -40.9% | -30.1% |
| 6M | -40.5% | +36.3% | -76.7% | -45.5% |
| YTD | -26.5% | +39.5% | -66.0% | -34.1% |
| 1Y | -0.8% | +36.9% | -37.7% | -10.4% |
| 3Y | +196.9% | +76.1% | +120.8% | +140.5% |
| 5Y | +49.2% | +123.7% | -74.6% | +7.9% |
| All | +49.2% | +126.2% | -77.1% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling