-87.5%
MSTU vs SCCO
+134.8%
-222.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.8% | -5.8% |
| 7D | +12.9% | +2.4% | +10.5% | +8.5% |
| 30D | +68.3% | +6.4% | +61.9% | +59.3% |
| 3M | +0.4% | +21.6% | -21.2% | -16.1% |
| 6M | -41.5% | +13.4% | -54.9% | -49.1% |
| YTD | -61.7% | +52.6% | -114.3% | -79.1% |
| 1Y | -93.7% | +122.4% | -216.0% | -98.1% |
| All | -87.5% | +134.8% | -222.4% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling