+113.3%
CSCO vs MA
+73.0%
+40.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -0.7% | -2.7% | +2.0% | +0.3% |
| 30D | -10.1% | +1.5% | -11.7% | -10.7% |
| 3M | -15.7% | +20.4% | -36.1% | -21.8% |
| 6M | +36.3% | +11.1% | +25.1% | +30.1% |
| YTD | +43.8% | +2.0% | +41.9% | +42.0% |
| 1Y | +63.9% | -2.2% | +66.1% | +64.3% |
| 3Y | +104.4% | +41.9% | +62.5% | +73.7% |
| All | +113.3% | +73.0% | +40.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling