-10.3%
MSFU vs SCCO
+26.3%
-36.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.6% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -5.3% | -17.4% | +12.1% | -3.9% |
| 3M | +7.2% | -11.7% | +18.9% | +8.4% |
| 6M | +51.0% | -12.1% | +63.1% | +52.4% |
| YTD | -1.2% | +20.9% | -22.1% | -5.0% |
| 1Y | -10.3% | +31.3% | -41.7% | -15.8% |
| All | -10.3% | +26.3% | -36.6% | -15.8% |
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