-19.4%
MSFU vs SCCO
+105.0%
-124.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.8% |
| 7D | -6.9% | -2.7% | -4.2% | -6.8% |
| 30D | -5.1% | -0.2% | -5.0% | -5.3% |
| 3M | +44.6% | +17.8% | +26.9% | +42.5% |
| 6M | +32.8% | +2.3% | +30.6% | +30.5% |
| YTD | -10.1% | +41.6% | -51.7% | -19.0% |
| 1Y | -19.4% | +101.9% | -121.3% | -33.9% |
| All | -19.4% | +105.0% | -124.4% | -33.9% |
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