+157.0%
MKSI vs SCCO
+109.6%
+47.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +1.8% | -5.3% | +7.0% | +5.1% |
| 30D | -16.8% | +2.7% | -19.5% | -18.5% |
| 3M | -21.1% | +4.2% | -25.3% | -23.8% |
| 6M | +10.8% | -0.6% | +11.5% | +8.0% |
| YTD | +63.3% | +45.0% | +18.4% | +23.7% |
| 1Y | +157.0% | +109.3% | +47.7% | +87.8% |
| All | +157.0% | +109.6% | +47.4% | +87.8% |
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 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