-2.1%
MOS vs SCCO
+33,989.4%
-33,991.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | -5.3% | +14.8% | +12.4% |
| 30D | +10.4% | +2.7% | +7.8% | +8.6% |
| 3M | +12.9% | +4.2% | +8.7% | +9.1% |
| 6M | +1.2% | -0.6% | +1.9% | -1.6% |
| YTD | +9.3% | +45.0% | -35.7% | -13.8% |
| 1Y | -18.0% | +109.3% | -127.3% | -46.9% |
| 3Y | -29.0% | +180.8% | -209.8% | -62.7% |
| 5Y | -9.6% | +314.3% | -323.8% | -62.2% |
| 10Y | +6.1% | +1,083.3% | -1,077.3% | -73.9% |
| All | -2.1% | +33,989.4% | -33,991.5% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling