+63.9%
CSCO vs MS
+49.4%
+14.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -0.7% | +1.4% | -2.0% | -1.2% |
| 30D | -10.1% | -0.3% | -9.9% | -10.1% |
| 3M | -15.7% | +0.3% | -16.0% | -16.0% |
| 6M | +36.3% | +31.3% | +4.9% | +23.2% |
| YTD | +43.8% | +24.7% | +19.2% | +32.4% |
| 1Y | +63.9% | +47.9% | +16.0% | +43.8% |
| All | +63.9% | +49.4% | +14.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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