+91.6%
CSCO vs MOS
-31.6%
+123.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.9% | -8.0% |
| 7D | -11.9% | +22.5% | -34.3% | -13.9% |
| 30D | -18.8% | +6.6% | -25.5% | -19.6% |
| 3M | -21.2% | -3.8% | -17.4% | -21.1% |
| 6M | +1.9% | -2.2% | +4.1% | +1.5% |
| YTD | +26.1% | -4.8% | +30.8% | +25.4% |
| 1Y | +34.7% | -11.7% | +46.4% | +35.0% |
| 3Y | +94.0% | -26.5% | +120.6% | +95.2% |
| 5Y | +91.6% | -32.2% | +123.8% | +81.6% |
| All | +91.6% | -31.6% | +123.2% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling