+645.5%
MSTR vs SCCO
+1,108.1%
-462.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.2% | +4.1% | +0.6% |
| 7D | -11.2% | -2.7% | -8.5% | -10.3% |
| 30D | +33.8% | -0.2% | +34.0% | +33.8% |
| 3M | +11.5% | +17.8% | -6.3% | +2.2% |
| 6M | -7.2% | +2.3% | -9.4% | -10.1% |
| YTD | -15.4% | +41.6% | -57.0% | -32.7% |
| 1Y | -60.6% | +101.9% | -162.5% | -74.4% |
| 3Y | +260.8% | +186.2% | +74.7% | +95.4% |
| 5Y | +108.8% | +309.7% | -200.8% | -3.3% |
| All | +645.5% | +1,108.1% | -462.6% | +174.3% |
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