+304.8%
CSCO vs MS
+616.2%
-311.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -10.2% | -1.6% | -8.6% | -9.5% |
| 30D | -20.1% | -3.8% | -16.3% | -18.7% |
| 3M | -22.4% | -14.6% | -7.8% | -17.0% |
| 6M | +2.8% | -5.1% | +7.9% | +5.0% |
| YTD | +23.6% | +4.5% | +19.1% | +20.5% |
| 1Y | +34.0% | +13.5% | +20.5% | +26.0% |
| 3Y | +89.3% | +160.4% | -71.1% | +21.4% |
| 5Y | +87.9% | +112.9% | -25.0% | +28.1% |
| All | +304.8% | +616.2% | -311.3% | +68.4% |
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