-7.0%
MOS vs SCCO
+701.7%
-708.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.0% | -3.2% |
| 7D | -2.6% | +1.7% | -4.3% | -3.5% |
| 30D | +13.5% | -18.1% | +31.5% | +25.5% |
| 3M | -2.9% | -12.8% | +9.9% | +3.0% |
| 6M | -1.0% | -8.5% | +7.5% | +0.6% |
| YTD | -7.2% | +23.9% | -31.1% | -24.3% |
| 1Y | -11.4% | +30.0% | -41.4% | -30.0% |
| 3Y | -29.0% | +175.2% | -204.2% | -68.2% |
| 5Y | -34.0% | +249.4% | -283.4% | -76.3% |
| All | -7.0% | +701.7% | -708.7% | -83.2% |
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