+2.8%
MOS vs SCCO
+844.0%
-841.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | -1.0% |
| 7D | +19.7% | -0.9% | +20.5% | +20.0% |
| 30D | +21.5% | -15.0% | +36.5% | +31.8% |
| 3M | -0.4% | -9.1% | +8.7% | +3.3% |
| 6M | +4.5% | -0.9% | +5.4% | +1.8% |
| YTD | -2.9% | +29.7% | -32.6% | -22.6% |
| 1Y | -7.7% | +38.2% | -45.9% | -29.4% |
| 3Y | -25.6% | +191.5% | -217.1% | -67.6% |
| 5Y | -31.2% | +281.7% | -312.9% | -76.4% |
| 10Y | +2.8% | +830.3% | -827.5% | -81.8% |
| All | +2.8% | +844.0% | -841.2% | -81.8% |
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 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