+536.9%
MSTR vs SCCO
+722.6%
-185.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.4% |
| 7D | -14.2% | -2.4% | -11.8% | -13.1% |
| 30D | -19.9% | -16.5% | -3.4% | -12.0% |
| 3M | +27.3% | -10.4% | +37.7% | +34.4% |
| 6M | -37.6% | -2.8% | -34.8% | -37.7% |
| YTD | -19.5% | +27.2% | -46.6% | -32.8% |
| 1Y | -47.1% | +33.6% | -80.7% | -57.2% |
| 3Y | +140.3% | +182.4% | -42.1% | +28.6% |
| 5Y | +49.5% | +262.8% | -213.2% | -28.3% |
| All | +536.9% | +722.6% | -185.8% | +138.6% |
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