+30.7%
MCO vs PSLV
+154.2%
-123.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.8% | -3.5% | -0.3% | -3.5% |
| 30D | -0.4% | -2.1% | +1.8% | -0.3% |
| 3M | +7.7% | -1.6% | +9.4% | +7.7% |
| 6M | +7.0% | -25.5% | +32.5% | +9.5% |
| YTD | -6.4% | -11.4% | +5.0% | -8.8% |
| 1Y | -7.6% | +48.6% | -56.2% | -18.4% |
| 3Y | +43.2% | +166.9% | -123.6% | +9.6% |
| All | +30.7% | +154.2% | -123.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling