+906.5%
PAAS vs MCO
+8,711.3%
-7,804.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -7.0% | -1.7% | -5.3% | -6.7% |
| 30D | -15.3% | +9.1% | -24.4% | -16.8% |
| 3M | -27.7% | +6.2% | -34.0% | -28.7% |
| 6M | -40.5% | +12.6% | -53.1% | -42.0% |
| YTD | -26.5% | -0.2% | -26.3% | -27.0% |
| 1Y | -0.8% | +4.1% | -4.9% | -2.2% |
| 3Y | +196.9% | +50.6% | +146.3% | +170.2% |
| 5Y | +49.2% | +36.2% | +12.9% | +37.3% |
| 10Y | +199.4% | +453.9% | -254.5% | +118.5% |
| All | +906.5% | +8,711.3% | -7,804.9% | +484.5% |
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