+252.0%
PAAS vs MCO
+42.5%
+209.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.1% |
| 7D | +2.6% | -3.1% | +5.8% | +3.5% |
| 30D | +2.5% | -0.5% | +3.0% | +2.6% |
| 3M | +15.1% | +5.7% | +9.4% | +13.0% |
| 6M | -12.1% | +3.0% | -15.1% | -13.1% |
| YTD | +3.1% | -6.5% | +9.5% | +3.8% |
| 1Y | +50.8% | -5.8% | +56.6% | +51.4% |
| All | +252.0% | +42.5% | +209.5% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling