+92.1%
MA vs SCCO
+275.1%
-183.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | +11.0% | -16.5% | +27.5% | +13.3% |
| 3M | +17.9% | -10.4% | +28.2% | +18.9% |
| 6M | +33.2% | -2.8% | +35.9% | +31.9% |
| YTD | +16.5% | +27.2% | -10.7% | +8.2% |
| 1Y | +19.1% | +33.6% | -14.5% | +9.5% |
| 3Y | +70.6% | +182.4% | -111.8% | +26.0% |
| 5Y | +92.1% | +262.8% | -170.6% | +22.6% |
| All | +92.1% | +275.1% | -183.0% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling