+324.2%
CSCO vs MS
+576.8%
-252.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | -17.1% | -0.7% | -16.4% | -16.8% |
| 3M | -19.6% | -12.4% | -7.2% | -14.9% |
| 6M | +2.4% | -1.7% | +4.1% | +3.0% |
| YTD | +29.8% | +8.0% | +21.7% | +24.7% |
| 1Y | +38.7% | +16.2% | +22.5% | +29.0% |
| 3Y | +101.3% | +171.3% | -70.0% | +26.5% |
| 5Y | +94.8% | +124.8% | -29.9% | +29.3% |
| 10Y | +324.2% | +553.7% | -229.5% | +77.5% |
| All | +324.2% | +576.8% | -252.6% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling