+35.4%
MAS vs SCCO
+31.2%
+4.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | +2.4% | -4.8% | +7.2% | +3.2% |
| 30D | +19.8% | -15.8% | +35.6% | +23.1% |
| 3M | +9.8% | -10.9% | +20.8% | +11.2% |
| 6M | +15.8% | -5.1% | +20.9% | +14.7% |
| YTD | +31.8% | +23.2% | +8.6% | +14.9% |
| 1Y | +35.4% | +30.7% | +4.7% | +15.5% |
| All | +35.4% | +31.2% | +4.2% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling