+43.2%
MCO vs PSKY
-18.9%
+62.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -3.8% | -2.4% | -1.4% | -3.6% |
| 30D | -0.4% | +11.6% | -12.0% | -1.1% |
| 3M | +7.7% | +1.5% | +6.2% | +7.5% |
| 6M | +7.0% | +7.7% | -0.7% | +6.3% |
| YTD | -6.4% | -20.1% | +13.7% | -5.6% |
| 1Y | -7.6% | -38.3% | +30.6% | -5.6% |
| 3Y | +43.2% | -17.7% | +61.0% | +36.8% |
| All | +43.2% | -18.9% | +62.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 2023-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PSKY 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling