+112.2%
PAAS vs MSTU
-90.1%
+202.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.1% | +8.0% | +3.3% |
| 7D | +8.8% | -9.3% | +18.1% | +9.6% |
| 30D | -8.5% | -38.3% | +29.8% | -5.3% |
| 3M | -17.0% | +24.0% | -41.1% | -20.5% |
| 6M | -27.9% | -72.1% | +44.2% | -24.2% |
| YTD | -17.5% | -70.2% | +52.7% | -16.5% |
| 1Y | +22.8% | -89.6% | +112.4% | +31.2% |
| All | +112.2% | -90.1% | +202.2% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling