+105.9%
CSCO vs MSCI
+7.0%
+98.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.6% |
| 7D | +6.6% | -0.7% | +7.2% | +6.7% |
| 30D | -11.3% | +16.2% | -27.5% | -14.4% |
| 3M | -17.3% | +16.1% | -33.5% | -20.3% |
| 6M | +3.5% | +12.9% | -9.4% | -0.3% |
| YTD | +34.9% | +14.8% | +20.1% | +28.6% |
| 1Y | +40.5% | +13.8% | +26.7% | +34.2% |
| 3Y | +109.3% | +31.2% | +78.0% | +88.0% |
| 5Y | +105.9% | +5.6% | +100.3% | +88.4% |
| All | +105.9% | +7.0% | +98.9% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling