-88.0%
MSTU vs SCCO
+117.1%
-205.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.9% |
| 7D | -16.6% | -2.7% | -13.9% | -15.0% |
| 30D | +69.7% | -0.7% | +70.4% | +72.5% |
| 3M | -7.5% | +8.1% | -15.6% | -12.7% |
| 6M | -43.1% | +4.1% | -47.2% | -45.7% |
| YTD | -63.0% | +41.1% | -104.2% | -78.1% |
| 1Y | -93.8% | +95.6% | -189.3% | -97.8% |
| All | -88.0% | +117.1% | -205.1% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling