+361.1%
CSCO vs MS
+802.6%
-441.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -0.7% | +1.4% | -2.0% | -1.3% |
| 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% | +20.7% |
| YTD | +43.8% | +24.7% | +19.2% | +29.9% |
| 1Y | +63.9% | +47.9% | +16.0% | +37.2% |
| 3Y | +104.4% | +178.3% | -74.0% | +27.0% |
| 5Y | +111.4% | +144.9% | -33.5% | +35.4% |
| All | +361.1% | +802.6% | -441.5% | +58.5% |
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