+2,222.5%
MKSI vs SCCO
+38,607.6%
-36,385.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.7% | -2.7% | +5.3% | +3.7% |
| 30D | -12.8% | -0.7% | -12.1% | -13.0% |
| 3M | -22.5% | +8.1% | -30.6% | -25.0% |
| 6M | +19.4% | +4.1% | +15.3% | +17.0% |
| YTD | +67.7% | +41.1% | +26.6% | +43.9% |
| 1Y | +131.4% | +95.6% | +35.8% | +74.1% |
| 3Y | +197.3% | +179.3% | +18.1% | +95.5% |
| 5Y | +87.0% | +308.3% | -221.3% | +4.0% |
| 10Y | +522.1% | +1,090.2% | -568.2% | +132.3% |
| All | +2,222.5% | +38,607.6% | -36,385.0% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling