+13.9%
MS vs SCCO
+27.6%
-13.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.1% |
| 7D | +3.7% | +1.7% | +2.0% | +3.2% |
| 30D | +2.0% | -18.1% | +20.1% | +6.7% |
| 3M | -12.6% | -12.8% | +0.3% | -10.1% |
| 6M | -0.3% | -8.5% | +8.2% | +0.6% |
| YTD | +9.0% | +23.9% | -14.9% | -4.9% |
| 1Y | +13.9% | +30.0% | -16.1% | -3.5% |
| All | +13.9% | +27.6% | -13.8% | -3.5% |
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 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