+304.8%
CSCO vs MOS
+8.6%
+296.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +21.6% | -31.8% | -13.1% |
| 30D | -20.1% | +12.0% | -32.0% | -21.7% |
| 3M | -22.4% | -3.9% | -18.5% | -22.3% |
| 6M | +2.8% | -3.3% | +6.1% | +2.3% |
| YTD | +23.6% | -4.6% | +28.3% | +22.4% |
| 1Y | +34.0% | -7.0% | +41.0% | +33.0% |
| 3Y | +89.3% | -24.4% | +113.7% | +90.4% |
| 5Y | +87.9% | -32.1% | +120.0% | +84.3% |
| All | +304.8% | +8.6% | +296.2% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling