+1,269.9%
PAAS vs MCO
+8,485.0%
-7,215.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -2.9% | -4.2% | +1.3% | -2.1% |
| 30D | +6.8% | +2.2% | +4.6% | +6.3% |
| 3M | -2.9% | +10.1% | -13.0% | -4.9% |
| 6M | -16.4% | +5.3% | -21.7% | -17.5% |
| YTD | 0.0% | -2.7% | +2.8% | -0.1% |
| 1Y | +54.3% | -0.4% | +54.7% | +53.1% |
| 3Y | +230.7% | +49.0% | +181.6% | +201.3% |
| 5Y | +111.6% | +33.6% | +78.0% | +95.4% |
| 10Y | +211.7% | +395.3% | -183.6% | +131.7% |
| All | +1,269.9% | +8,485.0% | -7,215.2% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling