+90.0%
CSCO vs MOS
-26.6%
+116.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +21.6% | -31.8% | -11.9% |
| 30D | -20.1% | +12.0% | -32.0% | -21.0% |
| 3M | -22.1% | -3.9% | -18.2% | -21.9% |
| 6M | +3.2% | -3.3% | +6.5% | +3.1% |
| YTD | +24.1% | -4.6% | +28.7% | +23.6% |
| 1Y | +34.6% | -7.0% | +41.5% | +34.2% |
| 3Y | +90.0% | -24.4% | +114.4% | +85.8% |
| All | +90.0% | -26.6% | +116.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling