+308.5%
CSCO vs MSCI
+809.0%
-500.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -6.6% |
| 7D | +1.9% | +2.7% | -0.8% | +1.0% |
| 30D | -15.8% | +17.4% | -33.3% | -20.4% |
| 3M | -15.4% | +14.8% | -30.2% | -19.5% |
| 6M | -5.4% | +16.1% | -21.5% | -11.3% |
| YTD | +26.5% | +16.0% | +10.5% | +17.6% |
| 1Y | +25.9% | +16.4% | +9.4% | +16.8% |
| 3Y | +97.5% | +35.3% | +62.2% | +68.5% |
| 5Y | +93.0% | +6.6% | +86.4% | +75.0% |
| All | +308.5% | +809.0% | -500.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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