+399.6%
CSCO vs MSCI
+3,095.4%
-2,695.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -10.2% | +2.8% | -13.0% | -11.1% |
| 30D | -20.1% | +15.4% | -35.5% | -24.1% |
| 3M | -22.4% | +13.4% | -35.8% | -26.0% |
| 6M | +2.8% | +10.9% | -8.1% | -2.2% |
| YTD | +23.6% | +13.0% | +10.6% | +15.9% |
| 1Y | +34.0% | +12.0% | +22.0% | +25.9% |
| 3Y | +89.3% | +34.1% | +55.2% | +62.4% |
| 5Y | +87.9% | +3.9% | +84.0% | +71.3% |
| 10Y | +314.9% | +802.0% | -487.1% | +63.8% |
| All | +399.6% | +3,095.4% | -2,695.8% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling