+15,612.2%
MA vs SCCO
+2,959.6%
+12,652.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | +7.9% | -18.1% | +26.0% | +14.3% |
| 3M | +16.8% | -12.8% | +29.6% | +20.4% |
| 6M | +31.0% | -8.5% | +39.4% | +30.7% |
| YTD | +15.0% | +23.9% | -8.9% | +0.7% |
| 1Y | +17.0% | +30.0% | -12.9% | +0.6% |
| 3Y | +68.5% | +175.2% | -106.7% | +4.8% |
| 5Y | +85.0% | +249.4% | -164.4% | +1.4% |
| 10Y | +561.3% | +703.4% | -142.0% | +149.6% |
| All | +15,612.2% | +2,959.6% | +12,652.6% | +3,098.9% |
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 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