+380.3%
MCO vs PSLV
+190.6%
+189.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.8% | -3.5% | -0.3% | -3.3% |
| 30D | -0.4% | -2.1% | +1.8% | -0.2% |
| 3M | +7.7% | -1.6% | +9.4% | +7.7% |
| 6M | +7.0% | -25.5% | +32.5% | +10.4% |
| YTD | -6.4% | -11.4% | +5.0% | -8.7% |
| 1Y | -7.6% | +48.6% | -56.2% | -19.1% |
| 3Y | +43.2% | +166.9% | -123.6% | +9.1% |
| 5Y | +29.6% | +152.4% | -122.8% | -1.8% |
| All | +380.3% | +190.6% | +189.7% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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