+72.2%
MSFU vs SCCO
+469.7%
-397.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.3% | -3.4% |
| 7D | -3.2% | +3.4% | -6.6% | -4.0% |
| 30D | -3.1% | +6.6% | -9.8% | -4.8% |
| 3M | +35.3% | +24.5% | +10.8% | +27.8% |
| 6M | +31.6% | +16.5% | +15.1% | +25.0% |
| YTD | -9.5% | +52.1% | -61.6% | -22.4% |
| 1Y | -18.4% | +114.2% | -132.6% | -37.4% |
| 3Y | +26.9% | +207.4% | -180.5% | -14.1% |
| All | +72.2% | +469.7% | -397.5% | -11.4% |
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