-87.2%
MSTU vs SCCO
+43.0%
-130.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +8.8% |
| 7D | -4.8% | -7.9% | +3.0% | +2.2% |
| 30D | -29.6% | -13.0% | -16.6% | -20.6% |
| 3M | +69.4% | -6.9% | +76.3% | +82.6% |
| 6M | -62.2% | +11.0% | -73.2% | -63.7% |
| YTD | -61.1% | +30.3% | -91.3% | -67.0% |
| 1Y | -87.2% | +45.0% | -132.1% | -90.5% |
| All | -87.2% | +43.0% | -130.1% | -90.5% |
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