+54.3%
PAAS vs MSTU
-92.8%
+147.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.0% |
| 7D | -2.9% | +21.3% | -24.2% | -5.6% |
| 30D | +6.8% | +90.8% | -84.0% | -2.2% |
| 3M | -2.9% | -6.8% | +3.9% | -5.5% |
| 6M | -16.4% | -39.8% | +23.4% | -16.5% |
| YTD | 0.0% | -55.7% | +55.7% | -2.5% |
| 1Y | +54.3% | -92.7% | +147.0% | +59.6% |
| All | +54.3% | -92.8% | +147.1% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling