-92.7%
MSTU vs SCCO
+109.6%
-202.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +21.3% | -5.3% | +26.6% | +26.4% |
| 30D | +90.8% | +2.7% | +88.1% | +89.9% |
| 3M | -6.8% | +4.2% | -11.0% | -7.3% |
| 6M | -39.8% | -0.6% | -39.2% | -39.4% |
| YTD | -55.7% | +45.0% | -100.7% | -67.0% |
| 1Y | -92.7% | +109.3% | -202.0% | -95.4% |
| All | -92.7% | +109.6% | -202.3% | -95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling