+33.8%
MAS vs SCCO
+182.2%
-148.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.8% | -5.3% | +4.5% | +0.5% |
| 30D | -5.6% | +2.7% | -8.2% | -6.4% |
| 3M | +4.4% | +4.2% | +0.2% | +2.6% |
| 6M | +7.2% | -0.6% | +7.8% | +5.6% |
| YTD | +16.1% | +45.0% | -28.9% | +3.0% |
| 1Y | +0.1% | +109.3% | -109.2% | -19.8% |
| All | +33.8% | +182.2% | -148.4% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling