+593.1%
MA vs SCCO
+682.0%
-88.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | +1.3% | -1.9% | +3.2% | +1.7% |
| 30D | +9.6% | -17.4% | +27.0% | +14.6% |
| 3M | +16.8% | -11.7% | +28.4% | +19.3% |
| 6M | +35.2% | -12.1% | +47.3% | +36.4% |
| YTD | +16.6% | +20.9% | -4.3% | +4.0% |
| 1Y | +19.8% | +31.3% | -11.6% | +4.0% |
| 3Y | +70.7% | +170.3% | -99.6% | +8.3% |
| 5Y | +87.4% | +240.8% | -153.4% | +3.5% |
| All | +593.1% | +682.0% | -88.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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