+106.4%
CSCO vs MS
+178.0%
-71.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.9% |
| 6M | +36.3% | +31.3% | +4.9% | +22.9% |
| YTD | +43.8% | +24.7% | +19.2% | +32.0% |
| 1Y | +63.9% | +47.9% | +16.0% | +41.2% |
| All | +106.4% | +178.0% | -71.6% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling