+321.5%
CSCO vs MSCI
+799.4%
-477.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -16.7% | +14.4% | -31.1% | -20.5% |
| 3M | -18.4% | +15.2% | -33.6% | -22.5% |
| 6M | +2.9% | +11.2% | -8.3% | -2.0% |
| YTD | +30.4% | +13.9% | +16.5% | +22.1% |
| 1Y | +41.4% | +12.5% | +28.9% | +32.8% |
| 3Y | +104.7% | +32.3% | +72.4% | +76.0% |
| 5Y | +96.9% | +4.9% | +92.1% | +79.6% |
| 10Y | +321.5% | +779.7% | -458.2% | +59.0% |
| All | +321.5% | +799.4% | -477.9% | +59.0% |
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