+13,824.1%
MA vs SCCO
+3,479.5%
+10,344.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | -5.3% | +2.6% | -1.0% |
| 30D | +1.5% | +2.7% | -1.1% | +0.3% |
| 3M | +20.4% | +4.2% | +16.2% | +16.9% |
| 6M | +11.1% | -0.6% | +11.8% | +7.8% |
| YTD | +2.0% | +45.0% | -43.0% | -14.3% |
| 1Y | -2.2% | +109.3% | -111.5% | -28.3% |
| 3Y | +41.9% | +180.8% | -138.9% | -11.2% |
| 5Y | +75.4% | +314.3% | -238.9% | -8.6% |
| 10Y | +527.5% | +1,083.3% | -555.8% | +108.0% |
| All | +13,824.1% | +3,479.5% | +10,344.6% | +2,621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling