-30.3%
MOS vs SCCO
+169.0%
-199.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | +15.3% | -17.4% | +32.7% | +22.2% |
| 3M | +1.5% | -11.7% | +13.2% | +4.8% |
| 6M | -2.0% | -12.1% | +10.1% | +0.6% |
| YTD | -6.5% | +20.9% | -27.4% | -15.9% |
| 1Y | -11.1% | +31.3% | -42.4% | -22.4% |
| 3Y | -30.3% | +170.3% | -200.6% | -57.5% |
| All | -30.3% | +169.0% | -199.3% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling