+211.6%
MAS vs SCCO
+701.7%
-490.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | +21.6% | -18.1% | +39.7% | +28.2% |
| 3M | +14.1% | -12.8% | +26.9% | +17.5% |
| 6M | +22.6% | -8.5% | +31.1% | +23.3% |
| YTD | +35.4% | +23.9% | +11.5% | +21.7% |
| 1Y | +37.5% | +30.0% | +7.5% | +21.6% |
| 3Y | +58.3% | +175.2% | -116.9% | +5.4% |
| 5Y | +39.1% | +249.4% | -210.3% | -17.3% |
| All | +211.6% | +701.7% | -490.1% | +25.8% |
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