+189,363.8%
CSCO vs MOS
+99.5%
+189,264.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +21.6% | -31.8% | -14.1% |
| 30D | -20.1% | +12.0% | -32.0% | -22.3% |
| 3M | -22.4% | -3.9% | -18.5% | -22.4% |
| 6M | +2.8% | -3.3% | +6.1% | +2.0% |
| YTD | +23.6% | -4.6% | +28.3% | +21.8% |
| 1Y | +34.0% | -7.0% | +41.0% | +32.4% |
| 3Y | +89.3% | -24.4% | +113.7% | +90.5% |
| 5Y | +87.9% | -32.1% | +120.0% | +84.4% |
| 10Y | +314.9% | +10.3% | +304.6% | +227.8% |
| All | +189,363.8% | +99.5% | +189,264.3% | +84,081.3% |
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