+41.0%
MAS vs SCCO
+264.5%
-223.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.2% |
| 7D | +2.0% | -4.8% | +6.8% | +3.1% |
| 30D | +19.4% | -15.8% | +35.2% | +23.7% |
| 3M | +9.4% | -10.9% | +20.4% | +11.4% |
| 6M | +15.3% | -5.1% | +20.4% | +14.7% |
| YTD | +31.3% | +23.2% | +8.1% | +20.1% |
| 1Y | +34.9% | +30.7% | +4.2% | +21.4% |
| 3Y | +58.6% | +164.1% | -105.5% | +13.5% |
| All | +41.0% | +264.5% | -223.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling