+13,190.8%
CSCO vs MS
+5,117.3%
+8,073.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.7% | -5.4% |
| 7D | -11.9% | -3.4% | -8.5% | -10.7% |
| 30D | -18.8% | -3.9% | -14.9% | -17.6% |
| 3M | -21.2% | -15.9% | -5.3% | -16.0% |
| 6M | +1.9% | -2.5% | +4.4% | +2.7% |
| YTD | +26.1% | +5.1% | +21.0% | +23.1% |
| 1Y | +34.7% | +13.0% | +21.7% | +28.0% |
| 3Y | +94.0% | +160.7% | -66.6% | +33.0% |
| 5Y | +91.6% | +114.0% | -22.4% | +38.4% |
| 10Y | +323.2% | +637.5% | -314.3% | +85.2% |
| All | +13,190.8% | +5,117.3% | +8,073.4% | +1,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling