+91.5%
CSCO vs MA
+86.6%
+4.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.6% | -6.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.4% |
| 30D | -15.8% | +9.6% | -25.4% | -18.8% |
| 3M | -15.4% | +16.8% | -32.2% | -20.3% |
| 6M | -5.4% | +35.2% | -40.6% | -16.4% |
| YTD | +26.5% | +16.6% | +9.9% | +18.5% |
| 1Y | +25.9% | +19.8% | +6.1% | +16.4% |
| 3Y | +97.5% | +70.7% | +26.8% | +54.1% |
| All | +91.5% | +86.6% | +4.9% | +39.1% |
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