+47.9%
MS vs SCCO
+105.9%
-58.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +1.4% | -5.3% | +6.6% | +2.5% |
| 30D | -0.3% | +0.9% | -1.1% | -0.6% |
| 3M | +0.3% | +2.4% | -2.1% | -1.0% |
| 6M | +31.3% | -2.4% | +33.7% | +29.6% |
| YTD | +24.7% | +42.4% | -17.8% | +13.9% |
| 1Y | +47.9% | +105.6% | -57.7% | +39.3% |
| All | +47.9% | +105.9% | -58.0% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling