+48.9%
MSFT vs SCCO
+199.6%
-150.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.0% | +2.4% | -3.5% | -1.3% |
| 30D | -2.7% | +6.4% | -9.1% | -3.4% |
| 3M | +22.1% | +21.6% | +0.5% | +19.1% |
| 6M | +20.6% | +13.4% | +7.2% | +17.9% |
| YTD | +2.3% | +52.6% | -50.3% | -5.4% |
| 1Y | -0.5% | +122.4% | -122.9% | -14.1% |
| All | +48.9% | +199.6% | -150.7% | +25.5% |
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 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