+54.3%
PAAS vs MCO
+0.4%
+54.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.3% |
| 7D | -2.9% | -4.2% | +1.3% | -2.8% |
| 30D | +6.8% | +2.2% | +4.6% | +6.8% |
| 3M | -2.9% | +10.1% | -13.0% | -3.2% |
| 6M | -16.4% | +5.3% | -21.7% | -16.7% |
| YTD | 0.0% | -2.7% | +2.8% | -3.5% |
| 1Y | +54.3% | -0.4% | +54.7% | +53.6% |
| All | +54.3% | +0.4% | +54.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling