+366.8%
CSCO vs MSI
+590.9%
-224.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -0.5% | -5.8% | +5.2% | +2.2% |
| 30D | -10.1% | -1.0% | -9.1% | -9.8% |
| 3M | -11.7% | +14.2% | -25.9% | -17.5% |
| 6M | +40.1% | +1.0% | +39.0% | +37.8% |
| YTD | +43.8% | +21.5% | +22.3% | +28.0% |
| 1Y | +66.6% | -2.1% | +68.7% | +64.9% |
| 3Y | +108.5% | +69.3% | +39.2% | +51.5% |
| 5Y | +114.0% | +99.3% | +14.6% | +39.6% |
| 10Y | +366.8% | +595.0% | -228.2% | +73.6% |
| All | +366.8% | +590.9% | -224.1% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling