+4,011.4%
MS vs SCCO
+33,989.4%
-29,978.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -5.3% | +6.6% | +3.9% |
| 30D | -0.3% | +2.7% | -2.9% | -2.0% |
| 3M | +0.3% | +4.2% | -3.9% | -3.2% |
| 6M | +31.3% | -0.6% | +32.0% | +27.5% |
| YTD | +24.7% | +45.0% | -20.3% | -1.1% |
| 1Y | +47.9% | +109.3% | -61.4% | -3.0% |
| 3Y | +178.3% | +180.8% | -2.4% | +49.8% |
| 5Y | +144.9% | +314.3% | -169.4% | +2.8% |
| 10Y | +804.5% | +1,083.3% | -278.8% | +111.2% |
| All | +4,011.4% | +33,989.4% | -29,978.0% | +220.1% |
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