+481.3%
CSCO vs MSCI
+2,756.4%
-2,275.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -10.1% | +0.6% | -10.7% | -10.5% |
| 3M | -15.7% | -7.1% | -8.6% | -14.4% |
| 6M | +36.3% | +0.8% | +35.4% | +34.0% |
| YTD | +43.8% | +1.0% | +42.8% | +40.5% |
| 1Y | +63.9% | +4.3% | +59.6% | +57.5% |
| 3Y | +104.4% | +9.9% | +94.4% | +88.4% |
| 5Y | +111.4% | -6.8% | +118.1% | +99.9% |
| 10Y | +361.7% | +614.7% | -253.0% | +97.9% |
| All | +481.3% | +2,756.4% | -2,275.1% | +45.9% |
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