+90.0%
CSCO vs MS
+157.8%
-67.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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 | -22.1% | -14.6% | -7.5% | -17.0% |
| 6M | +3.2% | -5.1% | +8.3% | +5.5% |
| YTD | +24.1% | +4.5% | +19.6% | +21.7% |
| 1Y | +34.6% | +13.5% | +21.0% | +27.8% |
| 3Y | +90.0% | +160.4% | -70.4% | +35.0% |
| All | +90.0% | +157.8% | -67.8% | +35.0% |
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 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