+199,826.1%
CSCO vs MOS
+103.2%
+199,722.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.7% |
| 7D | -2.9% | +19.7% | -22.6% | -6.8% |
| 30D | -16.7% | +21.5% | -38.2% | -20.3% |
| 3M | -18.4% | -0.4% | -18.0% | -19.1% |
| 6M | +2.9% | +4.5% | -1.6% | +0.5% |
| YTD | +30.4% | -2.9% | +33.3% | +28.1% |
| 1Y | +41.4% | -7.7% | +49.1% | +40.0% |
| 3Y | +104.7% | -25.6% | +130.3% | +106.8% |
| 5Y | +96.9% | -31.2% | +128.1% | +92.8% |
| 10Y | +321.5% | +2.8% | +318.7% | +238.7% |
| All | +199,826.1% | +103.2% | +199,722.9% | +88,410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling