+88.0%
MSFU vs SCCO
+352.7%
-264.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.9% |
| 7D | -2.8% | -1.9% | -0.9% | -2.3% |
| 30D | -5.3% | -17.4% | +12.1% | -1.2% |
| 3M | +7.2% | -11.7% | +18.9% | +9.8% |
| 6M | +51.0% | -12.1% | +63.1% | +53.6% |
| YTD | -1.2% | +20.9% | -22.1% | -10.9% |
| 1Y | -10.3% | +31.3% | -41.7% | -21.3% |
| 3Y | +22.2% | +170.3% | -148.1% | -15.3% |
| All | +88.0% | +352.7% | -264.7% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling