+216.6%
MAS vs SCCO
+671.1%
-454.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.4% |
| 7D | +3.6% | -1.8% | +5.4% | +4.1% |
| 30D | +23.8% | -17.8% | +41.6% | +30.4% |
| 3M | +14.4% | -12.5% | +26.9% | +17.7% |
| 6M | +19.7% | -4.1% | +23.8% | +18.8% |
| YTD | +36.0% | +25.5% | +10.5% | +21.8% |
| 1Y | +40.4% | +31.0% | +9.4% | +23.9% |
| 3Y | +58.9% | +178.7% | -119.8% | +5.4% |
| 5Y | +44.5% | +279.7% | -235.1% | -16.6% |
| All | +216.6% | +671.1% | -454.5% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling