+3,347.2%
MS vs SCCO
+28,875.4%
-25,528.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.1% |
| 7D | -1.6% | -4.8% | +3.3% | +0.8% |
| 30D | -3.8% | -15.8% | +12.0% | +3.9% |
| 3M | -14.6% | -10.9% | -3.7% | -11.0% |
| 6M | -5.1% | -5.1% | 0.0% | -5.4% |
| YTD | +4.5% | +23.2% | -18.7% | -11.2% |
| 1Y | +13.5% | +30.7% | -17.2% | -6.4% |
| 3Y | +160.4% | +164.1% | -3.7% | +42.9% |
| 5Y | +112.9% | +271.3% | -158.5% | -6.4% |
| 10Y | +633.4% | +860.5% | -227.1% | +88.0% |
| All | +3,347.2% | +28,875.4% | -25,528.2% | +187.4% |
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