+38.6%
MA vs SCCO
+199.6%
-161.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -3.5% | +2.4% | -6.0% | -3.6% |
| 30D | +0.8% | +6.4% | -5.6% | +0.4% |
| 3M | +14.8% | +21.6% | -6.8% | +13.2% |
| 6M | +10.0% | +13.4% | -3.4% | +8.7% |
| YTD | -0.1% | +52.6% | -52.7% | -5.0% |
| 1Y | -2.2% | +122.4% | -124.6% | -11.5% |
| All | +38.6% | +199.6% | -161.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling