+34.0%
CSCO vs MSCI
+14.2%
+19.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -2.2% |
| 7D | -10.2% | +2.8% | -13.0% | -9.7% |
| 30D | -20.1% | +15.4% | -35.5% | -18.5% |
| 3M | -22.4% | +13.4% | -35.8% | -21.0% |
| 6M | +2.8% | +10.9% | -8.1% | +4.2% |
| YTD | +23.6% | +13.0% | +10.6% | +26.8% |
| 1Y | +34.0% | +12.0% | +22.0% | +37.6% |
| All | +34.0% | +14.2% | +19.8% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling