+7.6%
PSA vs MCO
+0.4%
+7.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -3.7% | -4.2% | +0.5% | -3.3% |
| 30D | -7.7% | +2.2% | -9.9% | -7.9% |
| 3M | -0.6% | +10.1% | -10.7% | -1.1% |
| 6M | -0.9% | +5.3% | -6.2% | -1.6% |
| YTD | +18.7% | -2.7% | +21.4% | +18.8% |
| 1Y | +7.6% | -0.4% | +8.0% | +7.9% |
| All | +7.6% | +0.4% | +7.3% | +7.9% |
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