+110.9%
MO vs SCCO
+1,104.1%
-993.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | +7.1% | -0.7% | +7.9% | +7.0% |
| 3M | -2.0% | +8.1% | -10.0% | -3.4% |
| 6M | +7.3% | +4.1% | +3.2% | +5.5% |
| YTD | +23.5% | +41.1% | -17.7% | +15.2% |
| 1Y | +11.0% | +95.6% | -84.6% | -2.1% |
| 3Y | +95.0% | +179.3% | -84.3% | +55.3% |
| 5Y | +100.6% | +308.3% | -207.7% | +42.5% |
| All | +110.9% | +1,104.1% | -993.2% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling