+19.8%
MA vs SCCO
+26.3%
-6.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | +1.3% | -1.9% | +3.2% | +1.3% |
| 30D | +9.6% | -17.4% | +27.0% | +9.2% |
| 3M | +16.8% | -11.7% | +28.4% | +16.6% |
| 6M | +35.2% | -12.1% | +47.3% | +35.0% |
| YTD | +16.6% | +20.9% | -4.3% | +9.0% |
| 1Y | +19.8% | +31.3% | -11.6% | +8.9% |
| All | +19.8% | +26.3% | -6.5% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling