+70.7%
MSFU vs SCCO
+471.6%
-400.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.3% | +2.4% | -4.8% | -2.9% |
| 30D | -6.3% | +6.4% | -12.7% | -7.8% |
| 3M | +40.0% | +21.6% | +18.4% | +33.0% |
| 6M | +30.1% | +13.4% | +16.7% | +24.4% |
| YTD | -10.3% | +52.6% | -63.0% | -23.1% |
| 1Y | -19.0% | +122.4% | -141.4% | -38.5% |
| 3Y | +25.8% | +208.5% | -182.7% | -14.9% |
| All | +70.7% | +471.6% | -400.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling