+43.1%
CSCO vs MOS
-7.3%
+50.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -2.8% | +5.5% | -8.2% | -2.9% |
| 30D | -12.6% | +21.0% | -33.6% | -13.2% |
| 3M | -16.0% | -0.5% | -15.5% | -15.9% |
| 6M | +2.8% | +6.6% | -3.7% | +2.5% |
| YTD | +33.2% | -2.8% | +36.0% | +37.8% |
| 1Y | +43.1% | -8.1% | +51.2% | +49.4% |
| All | +43.1% | -7.3% | +50.4% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling