+106.2%
PAAS vs MSTU
-89.5%
+195.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +8.4% | -4.3% | +12.7% | +8.6% |
| 30D | -7.2% | -34.6% | +27.4% | -4.4% |
| 3M | -14.0% | +39.0% | -53.1% | -18.3% |
| 6M | -26.8% | -70.5% | +43.8% | -23.4% |
| YTD | -19.8% | -68.6% | +48.8% | -19.1% |
| 1Y | +22.8% | -88.6% | +111.5% | +30.4% |
| All | +106.2% | -89.5% | +195.7% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling