+89.3%
CSCO vs MSCI
+33.6%
+55.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -10.2% | +2.8% | -13.0% | -10.4% |
| 30D | -20.1% | +15.4% | -35.5% | -21.4% |
| 3M | -22.4% | +13.4% | -35.8% | -23.6% |
| 6M | +2.8% | +10.9% | -8.1% | +0.9% |
| YTD | +23.6% | +13.0% | +10.6% | +20.5% |
| 1Y | +34.0% | +12.0% | +22.0% | +30.8% |
| 3Y | +89.3% | +34.1% | +55.2% | +75.5% |
| All | +89.3% | +33.6% | +55.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling