+982.8%
PAAS vs MSI
+952.6%
+30.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.7% |
| 7D | -0.4% | +5.1% | -5.5% | -1.1% |
| 30D | -11.6% | +13.3% | -24.9% | -13.1% |
| 3M | -15.6% | +18.3% | -33.9% | -17.6% |
| 6M | -19.1% | +18.7% | -37.8% | -21.3% |
| YTD | -20.9% | +36.0% | -56.9% | -24.5% |
| 1Y | +21.3% | +32.6% | -11.3% | +16.2% |
| 3Y | +177.4% | +78.3% | +99.1% | +155.1% |
| 5Y | +71.3% | +121.6% | -50.3% | +52.7% |
| 10Y | +181.5% | +689.0% | -507.5% | +113.9% |
| All | +982.8% | +952.6% | +30.1% | +584.0% |
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