+283.2%
MSTR vs SCCO
+210.1%
+73.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.3% | -7.1% |
| 7D | +9.3% | +3.4% | +5.9% | +6.8% |
| 30D | +36.5% | +6.6% | +29.9% | +31.7% |
| 3M | +7.3% | +24.5% | -17.2% | -5.4% |
| 6M | +2.2% | +16.5% | -14.3% | -8.2% |
| YTD | -10.2% | +52.1% | -62.3% | -34.5% |
| 1Y | -58.6% | +114.2% | -172.8% | -76.7% |
| 3Y | +283.2% | +207.4% | +75.8% | +75.3% |
| All | +283.2% | +210.1% | +73.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling