+29.3%
PSA vs MCO
+9.9%
+19.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +2.0% |
| 7D | +10.5% | +10.7% | -0.2% | +8.9% |
| 30D | +21.7% | +17.9% | +3.8% | +18.9% |
| 3M | +6.1% | +9.5% | -3.4% | +4.7% |
| 6M | +18.3% | +18.1% | +0.3% | +16.2% |
| YTD | +36.1% | +4.1% | +31.9% | +35.2% |
| 1Y | +29.3% | +9.3% | +20.0% | +25.1% |
| All | +29.3% | +9.9% | +19.4% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling