+803.2%
MS vs SCCO
+1,159.3%
-356.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.7% | +2.4% | -0.8% | +0.5% |
| 30D | 0.0% | +6.4% | -6.4% | -3.0% |
| 3M | +3.0% | +21.6% | -18.6% | -6.0% |
| 6M | +35.7% | +13.4% | +22.3% | +25.5% |
| YTD | +23.3% | +52.6% | -29.3% | -2.1% |
| 1Y | +44.7% | +122.4% | -77.7% | -4.0% |
| 3Y | +178.0% | +208.5% | -30.5% | +48.7% |
| 5Y | +143.2% | +353.9% | -210.7% | +0.4% |
| 10Y | +803.2% | +1,187.3% | -384.1% | +98.7% |
| All | +803.2% | +1,159.3% | -356.1% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling