+217.0%
MAS vs SCCO
+681.3%
-464.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -1.8% | -2.4% | +0.6% | -1.2% |
| 30D | +23.6% | -16.5% | +40.0% | +29.5% |
| 3M | +12.4% | -10.4% | +22.8% | +14.8% |
| 6M | +21.9% | -2.8% | +24.6% | +20.4% |
| YTD | +36.1% | +27.2% | +9.0% | +21.5% |
| 1Y | +39.5% | +33.6% | +5.9% | +22.4% |
| 3Y | +59.1% | +182.4% | -123.3% | +5.1% |
| 5Y | +44.4% | +262.8% | -218.3% | -15.2% |
| 10Y | +217.0% | +724.4% | -507.4% | +26.1% |
| All | +217.0% | +681.3% | -464.3% | +26.1% |
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