+26.1%
PAAS vs MSTU
-88.0%
+114.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +10.3% | -2.0% | +7.1% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | -8.5% | -29.6% | +21.1% | -5.4% |
| 3M | -7.3% | +69.4% | -76.7% | -16.2% |
| 6M | -18.3% | -62.2% | +44.0% | -15.2% |
| YTD | -19.2% | -61.1% | +41.9% | -21.7% |
| 1Y | +26.1% | -87.2% | +113.3% | +35.8% |
| All | +26.1% | -88.0% | +114.1% | +35.8% |
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