+126.3%
PAAS vs MCO
+29.3%
+97.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.2% |
| 7D | +2.6% | -3.1% | +5.8% | +3.8% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +15.1% | +5.7% | +9.4% | +12.2% |
| 6M | -12.1% | +3.0% | -15.1% | -13.6% |
| YTD | +3.1% | -6.5% | +9.5% | +4.2% |
| 1Y | +50.8% | -5.8% | +56.6% | +51.4% |
| 3Y | +259.5% | +43.1% | +216.4% | +189.3% |
| 5Y | +126.3% | +29.5% | +96.8% | +70.6% |
| All | +126.3% | +29.3% | +97.0% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling