+7,189.0%
PSA vs MCO
+7,284.8%
-95.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -3.6% | -7.3% | +3.7% | -1.0% |
| 30D | -9.4% | -1.7% | -7.7% | -8.9% |
| 3M | -8.2% | +3.9% | -12.1% | -9.7% |
| 6M | -1.8% | +3.8% | -5.6% | -3.7% |
| YTD | +15.7% | -7.9% | +23.6% | +17.7% |
| 1Y | +6.3% | -6.8% | +13.1% | +7.3% |
| 3Y | +21.6% | +40.9% | -19.4% | +4.6% |
| 5Y | +13.5% | +27.5% | -14.0% | -0.4% |
| 10Y | +101.3% | +381.4% | -280.1% | +4.2% |
| All | +7,189.0% | +7,284.8% | -95.8% | +1,606.4% |
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