+179.1%
MS vs SCCO
+210.1%
-31.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.0% |
| 7D | +2.5% | +3.4% | -1.0% | +1.4% |
| 30D | 0.0% | +6.6% | -6.7% | -2.1% |
| 3M | +2.4% | +24.5% | -22.0% | -4.2% |
| 6M | +36.4% | +16.5% | +19.9% | +28.7% |
| YTD | +23.8% | +52.1% | -28.3% | +5.9% |
| 1Y | +48.6% | +114.2% | -65.5% | +13.1% |
| 3Y | +179.1% | +207.4% | -28.3% | +67.3% |
| All | +179.1% | +210.1% | -31.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling