+324.2%
CSCO vs MSCI
+789.3%
-465.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -4.7% | +2.7% | -7.4% | -5.5% |
| 30D | -17.1% | +16.2% | -33.3% | -21.3% |
| 3M | -19.6% | +17.1% | -36.7% | -24.0% |
| 6M | +2.4% | +13.0% | -10.6% | -3.0% |
| YTD | +29.8% | +15.8% | +14.0% | +20.8% |
| 1Y | +38.7% | +15.5% | +23.2% | +29.1% |
| 3Y | +101.3% | +32.3% | +69.0% | +73.3% |
| 5Y | +94.8% | +8.2% | +86.7% | +75.6% |
| 10Y | +324.2% | +800.7% | -476.5% | +59.8% |
| All | +324.2% | +789.3% | -465.1% | +59.8% |
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