+998.5%
PAAS vs MSI
+947.5%
+51.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +8.4% | +4.7% | +3.7% | +7.7% |
| 30D | -7.2% | +14.8% | -21.9% | -8.9% |
| 3M | -14.0% | +8.8% | -22.8% | -15.1% |
| 6M | -26.8% | +19.3% | -46.1% | -28.7% |
| YTD | -19.8% | +35.3% | -55.1% | -23.3% |
| 1Y | +22.8% | +33.8% | -10.9% | +17.6% |
| 3Y | +183.6% | +74.4% | +109.2% | +161.6% |
| 5Y | +73.8% | +120.5% | -46.7% | +55.1% |
| 10Y | +185.6% | +685.2% | -499.6% | +117.1% |
| All | +998.5% | +947.5% | +51.0% | +594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling