+409.5%
CSCO vs MSCI
+3,169.6%
-2,760.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.7% | -4.9% | -6.7% |
| 7D | -11.9% | +6.0% | -17.9% | -13.6% |
| 30D | -18.8% | +18.2% | -37.0% | -23.5% |
| 3M | -21.2% | +15.1% | -36.3% | -25.3% |
| 6M | +1.9% | +13.7% | -11.8% | -3.9% |
| YTD | +26.1% | +15.6% | +10.5% | +17.3% |
| 1Y | +34.7% | +16.3% | +18.4% | +24.8% |
| 3Y | +94.0% | +36.9% | +57.2% | +65.4% |
| 5Y | +91.6% | +6.3% | +85.3% | +73.4% |
| 10Y | +323.2% | +823.0% | -499.8% | +65.7% |
| All | +409.5% | +3,169.6% | -2,760.1% | +21.8% |
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