+304.8%
CSCO vs MA
+561.7%
-256.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -10.2% | +2.3% | -12.5% | -11.2% |
| 30D | -20.1% | +14.7% | -34.7% | -25.4% |
| 3M | -22.4% | +13.5% | -35.9% | -27.3% |
| 6M | +2.8% | +33.1% | -30.3% | -11.7% |
| YTD | +23.6% | +15.1% | +8.5% | +13.7% |
| 1Y | +34.0% | +18.7% | +15.3% | +21.0% |
| 3Y | +89.3% | +72.1% | +17.2% | +39.3% |
| 5Y | +87.9% | +92.8% | -4.9% | +26.9% |
| All | +304.8% | +561.7% | -256.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling