+1,269.9%
PAAS vs MSI
+850.5%
+419.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.4% |
| 30D | +6.8% | +6.8% | 0.0% | +5.8% |
| 3M | -2.9% | +14.3% | -17.2% | -4.7% |
| 6M | -16.4% | -1.6% | -14.9% | -16.6% |
| YTD | 0.0% | +22.8% | -22.8% | -3.1% |
| 1Y | +54.3% | -1.1% | +55.4% | +53.7% |
| 3Y | +230.7% | +70.5% | +160.2% | +206.2% |
| 5Y | +111.6% | +102.8% | +8.8% | +91.0% |
| 10Y | +211.7% | +597.4% | -385.7% | +140.8% |
| All | +1,269.9% | +850.5% | +419.4% | +777.6% |
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