+196.2%
PAAS vs MCO
+453.0%
-256.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.9% | +0.5% | -9.4% | -9.1% |
| 30D | -11.4% | +9.8% | -21.2% | -14.5% |
| 3M | -20.4% | +4.3% | -24.7% | -21.8% |
| 6M | -40.7% | +16.5% | -57.2% | -44.3% |
| YTD | -26.9% | +0.1% | -27.1% | -28.1% |
| 1Y | -3.1% | +4.4% | -7.5% | -6.1% |
| 3Y | +199.3% | +51.6% | +147.7% | +143.5% |
| 5Y | +48.3% | +36.7% | +11.6% | +22.6% |
| All | +196.2% | +453.0% | -256.8% | +88.2% |
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