+44.5%
MAS vs SCCO
+271.3%
-226.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.6% |
| 7D | +3.6% | -1.8% | +5.4% | +4.0% |
| 30D | +23.8% | -17.8% | +41.6% | +29.1% |
| 3M | +14.4% | -12.5% | +26.9% | +17.0% |
| 6M | +19.7% | -4.1% | +23.8% | +18.9% |
| YTD | +36.0% | +25.5% | +10.5% | +23.8% |
| 1Y | +40.4% | +31.0% | +9.4% | +26.3% |
| 3Y | +58.9% | +178.7% | -119.8% | +12.1% |
| 5Y | +44.5% | +279.7% | -235.1% | -7.3% |
| All | +44.5% | +271.3% | -226.8% | -7.3% |
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