-0.9%
MSFT vs SCCO
+102.2%
-103.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | +24.2% | +17.8% | +6.4% | +23.2% |
| 6M | +21.9% | +2.3% | +19.6% | +20.7% |
| YTD | +2.5% | +41.6% | -39.1% | -2.8% |
| All | -0.9% | +102.2% | -103.1% | -10.4% |
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 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