+378.1%
PSX vs MCO
+393.6%
-15.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.3% |
| 7D | +1.7% | -3.8% | +5.5% | +3.2% |
| 30D | +15.6% | -0.4% | +16.0% | +15.6% |
| 3M | +46.5% | +7.7% | +38.7% | +41.3% |
| 6M | +55.0% | +7.0% | +48.0% | +49.2% |
| YTD | +105.3% | -6.4% | +111.7% | +107.0% |
| 1Y | +101.6% | -7.6% | +109.2% | +103.5% |
| 3Y | +134.1% | +43.2% | +90.9% | +92.5% |
| 5Y | +368.7% | +29.6% | +339.1% | +291.7% |
| All | +378.1% | +393.6% | -15.5% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling