+361.1%
CSCO vs MOS
+5.8%
+355.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.7% | +9.5% | -10.2% | -2.1% |
| 30D | -10.1% | +10.4% | -20.5% | -11.6% |
| 3M | -15.7% | +12.9% | -28.6% | -17.6% |
| 6M | +36.3% | +1.2% | +35.0% | +34.6% |
| YTD | +43.8% | +9.3% | +34.5% | +40.0% |
| 1Y | +63.9% | -18.0% | +81.9% | +66.8% |
| 3Y | +104.4% | -29.0% | +133.4% | +108.8% |
| 5Y | +111.4% | -9.6% | +120.9% | +97.2% |
| All | +361.1% | +5.8% | +355.3% | +294.6% |
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