+28.6%
MCO vs PSKY
-70.7%
+99.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -7.3% | -6.0% | -1.3% | -6.7% |
| 30D | -1.7% | +10.7% | -12.4% | -2.9% |
| 3M | +3.9% | +1.2% | +2.8% | +3.6% |
| 6M | +3.8% | +1.5% | +2.3% | +3.2% |
| YTD | -7.9% | -21.8% | +13.9% | -6.1% |
| 1Y | -6.8% | -30.2% | +23.3% | -4.5% |
| 3Y | +40.9% | -20.1% | +61.0% | +36.5% |
| All | +28.6% | -70.7% | +99.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling