+70.8%
PAAS vs MSI
+118.7%
-47.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +8.4% | +4.7% | +3.7% | +7.1% |
| 30D | -7.2% | +14.8% | -21.9% | -10.4% |
| 3M | -14.0% | +8.8% | -22.8% | -16.0% |
| 6M | -26.8% | +19.3% | -46.1% | -30.6% |
| YTD | -19.8% | +35.3% | -55.1% | -27.5% |
| 1Y | +22.8% | +33.8% | -10.9% | +11.4% |
| 3Y | +183.6% | +74.4% | +109.2% | +129.4% |
| All | +70.8% | +118.7% | -47.9% | +23.9% |
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