+45.9%
CSCO vs MSI
+28.6%
+17.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.7% |
| 7D | -6.1% | +2.8% | -8.9% | -5.8% |
| 30D | -8.2% | +9.1% | -17.3% | -7.4% |
| 3M | -14.6% | +12.5% | -27.1% | -13.4% |
| 6M | +12.7% | +14.2% | -1.5% | +13.7% |
| YTD | +37.0% | +30.7% | +6.3% | +46.2% |
| 1Y | +45.9% | +27.5% | +18.4% | +57.4% |
| All | +45.9% | +28.6% | +17.3% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling