+66.3%
MA vs SCCO
+355.0%
-288.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -3.5% | +2.4% | -6.0% | -3.8% |
| 30D | +0.8% | +6.4% | -5.6% | -0.2% |
| 3M | +14.8% | +21.6% | -6.8% | +11.1% |
| 6M | +10.0% | +13.4% | -3.4% | +6.9% |
| YTD | -0.1% | +52.6% | -52.7% | -9.1% |
| 1Y | -2.2% | +122.4% | -124.6% | -18.0% |
| 3Y | +39.3% | +208.5% | -169.2% | +3.5% |
| 5Y | +66.3% | +353.9% | -287.6% | +6.2% |
| All | +66.3% | +355.0% | -288.6% | +6.2% |
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