+321.5%
CSCO vs MS
+614.4%
-293.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.8% |
| 7D | -2.9% | +0.7% | -3.7% | -3.1% |
| 30D | -16.7% | -0.9% | -15.7% | -16.3% |
| 3M | -18.4% | -13.0% | -5.5% | -13.4% |
| 6M | +2.9% | -2.0% | +4.9% | +3.7% |
| YTD | +30.4% | +7.8% | +22.7% | +25.5% |
| 1Y | +41.4% | +17.9% | +23.5% | +30.8% |
| 3Y | +104.7% | +174.8% | -70.1% | +28.0% |
| 5Y | +96.9% | +119.9% | -22.9% | +32.2% |
| 10Y | +321.5% | +578.8% | -257.4% | +80.0% |
| All | +321.5% | +614.4% | -293.0% | +80.0% |
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