+114.8%
SCCO vs MSTZ
-99.1%
+213.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.6% | -13.8% | -6.7% |
| 7D | -2.7% | +24.8% | -27.5% | -1.0% |
| 30D | -0.2% | -59.2% | +59.1% | -5.2% |
| 3M | +17.8% | -56.9% | +74.6% | +14.5% |
| 6M | +2.3% | -57.6% | +59.8% | +1.3% |
| YTD | +41.6% | -73.6% | +115.2% | +39.9% |
| 1Y | +101.9% | -15.6% | +117.4% | +121.5% |
| All | +114.8% | -99.1% | +213.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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