+15,149.3%
MSFT vs SCCO
+33,989.4%
-18,840.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -5.3% | +2.6% | -1.5% |
| 30D | +2.7% | +2.7% | 0.0% | +1.8% |
| 3M | +17.0% | +4.2% | +12.8% | +14.8% |
| 6M | +23.8% | -0.6% | +24.5% | +21.7% |
| YTD | +4.0% | +45.0% | -41.0% | -7.6% |
| 1Y | -0.8% | +109.3% | -110.1% | -19.8% |
| 3Y | +55.6% | +180.8% | -125.2% | +13.8% |
| 5Y | +72.9% | +314.3% | -241.4% | +11.9% |
| 10Y | +875.8% | +1,083.3% | -207.5% | +368.5% |
| All | +15,149.3% | +33,989.4% | -18,840.1% | +3,431.1% |
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