+499.0%
MA vs SCCO
+1,108.1%
-609.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.9% | +1.4% |
| 7D | -3.5% | -2.7% | -0.8% | -2.9% |
| 30D | +0.7% | -0.2% | +0.9% | +0.3% |
| 3M | +15.8% | +17.8% | -2.0% | +9.6% |
| 6M | +10.2% | +2.3% | +8.0% | +6.9% |
| YTD | -0.5% | +41.6% | -42.1% | -13.8% |
| 1Y | -1.8% | +101.9% | -103.7% | -24.5% |
| 3Y | +38.7% | +186.2% | -147.4% | -10.5% |
| 5Y | +67.6% | +309.7% | -242.0% | -10.0% |
| All | +499.0% | +1,108.1% | -609.1% | +115.4% |
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