+16.3%
MOS vs SCCO
+1,159.3%
-1,143.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +1.7% | +2.4% | -0.8% | +0.3% |
| 30D | +11.7% | +6.4% | +5.3% | +7.6% |
| 3M | +23.2% | +21.6% | +1.6% | +9.5% |
| 6M | -1.6% | +13.4% | -15.1% | -11.2% |
| YTD | +10.8% | +52.6% | -41.8% | -18.1% |
| 1Y | -16.2% | +122.4% | -138.6% | -51.1% |
| 3Y | -24.2% | +208.5% | -232.7% | -67.1% |
| 5Y | -6.6% | +353.9% | -360.5% | -70.7% |
| 10Y | +16.3% | +1,187.3% | -1,170.9% | -82.5% |
| All | +16.3% | +1,159.3% | -1,143.0% | -82.5% |
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