+910.5%
MSI vs SCCO
+33,989.4%
-33,078.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | -5.3% | +1.6% | -2.4% |
| 30D | +6.8% | +2.7% | +4.2% | +5.7% |
| 3M | +14.3% | +4.2% | +10.1% | +11.5% |
| 6M | -1.6% | -0.6% | -0.9% | -3.8% |
| YTD | +22.8% | +45.0% | -22.2% | +7.0% |
| 1Y | -1.1% | +109.3% | -110.4% | -22.8% |
| 3Y | +70.5% | +180.8% | -110.3% | +17.2% |
| 5Y | +102.8% | +314.3% | -211.5% | +20.0% |
| 10Y | +597.4% | +1,083.3% | -485.9% | +185.9% |
| All | +910.5% | +33,989.4% | -33,078.9% | +49.2% |
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 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