+133.3%
PSX vs MCO
+40.3%
+92.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.5% | -7.3% | +8.8% | +3.3% |
| 30D | +15.8% | -1.7% | +17.5% | +16.1% |
| 3M | +43.0% | +3.9% | +39.1% | +40.9% |
| 6M | +61.1% | +3.8% | +57.3% | +58.4% |
| YTD | +104.5% | -7.9% | +112.4% | +108.0% |
| 1Y | +102.5% | -6.8% | +109.4% | +104.4% |
| All | +133.3% | +40.3% | +92.9% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling