+613.3%
CSCO vs MA
+17,837.3%
-17,224.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -10.2% | +2.3% | -12.5% | -11.1% |
| 30D | -20.1% | +14.7% | -34.7% | -24.6% |
| 3M | -22.4% | +13.5% | -35.9% | -26.6% |
| 6M | +2.8% | +33.1% | -30.3% | -9.6% |
| YTD | +23.6% | +15.1% | +8.5% | +15.0% |
| 1Y | +34.0% | +18.7% | +15.3% | +22.9% |
| 3Y | +89.3% | +72.1% | +17.2% | +47.5% |
| 5Y | +87.9% | +92.8% | -4.9% | +37.3% |
| 10Y | +314.9% | +571.6% | -256.7% | +81.1% |
| All | +613.3% | +17,837.3% | -17,224.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling