+201.0%
PAAS vs MCO
+51.5%
+149.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -7.0% | -1.7% | -5.3% | -6.6% |
| 30D | -15.3% | +9.1% | -24.4% | -17.3% |
| 3M | -27.7% | +6.2% | -34.0% | -29.0% |
| 6M | -40.5% | +12.6% | -53.1% | -42.6% |
| YTD | -26.5% | -0.2% | -26.3% | -27.2% |
| 1Y | -0.8% | +4.1% | -4.9% | -3.2% |
| All | +201.0% | +51.5% | +149.6% | +102.4% |
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