+481.0%
MSTR vs SCCO
+682.0%
-201.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | 0.0% | -1.1% |
| 7D | -13.4% | -1.9% | -11.5% | -12.6% |
| 30D | -22.1% | -17.4% | -4.7% | -13.8% |
| 3M | +15.0% | -11.7% | +26.6% | +22.5% |
| 6M | -37.3% | -12.1% | -25.2% | -33.8% |
| YTD | -26.5% | +20.9% | -47.4% | -37.0% |
| 1Y | -46.5% | +31.3% | -77.8% | -56.3% |
| 3Y | +121.1% | +170.3% | -49.2% | +21.2% |
| 5Y | +37.5% | +240.8% | -203.3% | -32.0% |
| All | +481.0% | +682.0% | -201.0% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling