+2,005.2%
MCO vs PSLV
+109.5%
+1,895.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.8% | -3.5% | -0.3% | -3.4% |
| 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% | +9.6% |
| YTD | -6.4% | -11.4% | +5.0% | -7.6% |
| 1Y | -7.6% | +48.6% | -56.2% | -14.9% |
| 3Y | +43.2% | +166.9% | -123.6% | +21.3% |
| 5Y | +29.6% | +152.4% | -122.8% | +9.6% |
| 10Y | +389.2% | +187.8% | +201.4% | +296.6% |
| All | +2,005.2% | +109.5% | +1,895.7% | +1,602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling