+39.4%
CSCO vs MA
+19.5%
+19.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -16.7% | +11.3% | -28.0% | -16.0% |
| 3M | -18.4% | +16.7% | -35.1% | -17.6% |
| 6M | +2.9% | +32.8% | -29.8% | +4.1% |
| YTD | +30.4% | +15.6% | +14.8% | +31.9% |
| All | +39.4% | +19.5% | +19.9% | +42.0% |
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