+97.5%
CSCO vs MS
+177.9%
-80.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.6% |
| 7D | +1.9% | +5.1% | -3.2% | -0.1% |
| 30D | -15.8% | +5.7% | -21.5% | -17.6% |
| 3M | -15.4% | -12.2% | -3.2% | -11.0% |
| 6M | -5.4% | -0.5% | -4.9% | -5.1% |
| YTD | +26.5% | +9.8% | +16.6% | +21.6% |
| 1Y | +25.9% | +17.7% | +8.2% | +17.9% |
| 3Y | +97.5% | +176.8% | -79.3% | +38.4% |
| All | +97.5% | +177.9% | -80.4% | +38.4% |
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 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