+66.6%
CSCO vs MA
-1.4%
+68.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | -0.5% | -1.8% | +1.2% | -0.6% |
| 30D | -10.1% | +1.4% | -11.5% | -10.0% |
| 3M | -11.7% | +17.7% | -29.5% | -11.9% |
| 6M | +40.1% | +9.7% | +30.4% | +40.8% |
| YTD | +43.8% | +0.5% | +43.3% | +44.6% |
| 1Y | +66.6% | -2.1% | +68.7% | +68.3% |
| All | +66.6% | -1.4% | +68.0% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling