+15,819.0%
MA vs SCCO
+2,884.5%
+12,934.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | +9.6% | -17.4% | +27.0% | +15.8% |
| 3M | +16.8% | -11.7% | +28.4% | +19.9% |
| 6M | +35.2% | -12.1% | +47.3% | +36.6% |
| YTD | +16.6% | +20.9% | -4.3% | +2.8% |
| 1Y | +19.8% | +31.3% | -11.6% | +2.5% |
| 3Y | +70.7% | +170.3% | -99.6% | +6.7% |
| 5Y | +87.4% | +240.8% | -153.4% | +3.6% |
| 10Y | +570.0% | +683.6% | -113.6% | +154.8% |
| All | +15,819.0% | +2,884.5% | +12,934.5% | +3,165.6% |
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 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