-9.6%
MOS vs SCCO
+316.1%
-325.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | -5.3% | +14.8% | +11.9% |
| 30D | +10.4% | +2.7% | +7.8% | +9.0% |
| 3M | +12.9% | +4.2% | +8.7% | +9.9% |
| 6M | +1.2% | -0.6% | +1.9% | -0.8% |
| YTD | +9.3% | +45.0% | -35.7% | -10.8% |
| 1Y | -18.0% | +109.3% | -127.3% | -43.9% |
| 3Y | -29.0% | +180.8% | -209.8% | -60.9% |
| All | -9.6% | +316.1% | -325.6% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling