+215.4%
PAAS vs MCO
+385.7%
-170.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.7% |
| 7D | -3.7% | -7.3% | +3.6% | -0.9% |
| 30D | -1.9% | -1.7% | -0.2% | -1.3% |
| 3M | +15.1% | +3.9% | +11.2% | +12.9% |
| 6M | -17.1% | +3.8% | -20.9% | -18.9% |
| YTD | -1.3% | -7.9% | +6.6% | +0.3% |
| 1Y | +41.1% | -6.8% | +47.9% | +42.1% |
| 3Y | +244.2% | +40.9% | +203.3% | +187.1% |
| 5Y | +120.8% | +27.5% | +93.3% | +87.0% |
| All | +215.4% | +385.7% | -170.3% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling