+4.7%
PSA vs MCO
-5.7%
+10.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -1.8% | -3.8% | +1.9% | -1.4% |
| 30D | -8.4% | -0.4% | -8.0% | -8.2% |
| 3M | -7.8% | +7.7% | -15.6% | -7.9% |
| 6M | +0.8% | +7.0% | -6.2% | +0.5% |
| YTD | +16.5% | -6.4% | +22.9% | +17.0% |
| 1Y | +4.7% | -7.6% | +12.3% | +6.1% |
| All | +4.7% | -5.7% | +10.4% | +6.1% |
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