-23.3%
MOS vs SCCO
+193.6%
-216.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | -5.3% | +14.8% | +11.4% |
| 30D | +10.4% | +2.7% | +7.8% | +9.3% |
| 3M | +12.9% | +4.2% | +8.7% | +10.6% |
| 6M | +1.2% | -0.6% | +1.9% | -0.5% |
| YTD | +9.3% | +45.0% | -35.7% | -6.8% |
| 1Y | -18.0% | +109.3% | -127.3% | -39.0% |
| All | -23.3% | +193.6% | -216.9% | -53.5% |
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