+97.5%
CSCO vs MSI
+76.4%
+21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.9% | +3.2% | -1.3% | +1.4% |
| 30D | -15.8% | +17.6% | -33.4% | -18.0% |
| 3M | -15.4% | +14.5% | -29.9% | -17.2% |
| 6M | -5.4% | +34.3% | -39.6% | -10.1% |
| YTD | +26.5% | +39.7% | -13.3% | +17.0% |
| 1Y | +25.9% | +40.2% | -14.3% | +16.3% |
| 3Y | +97.5% | +77.1% | +20.4% | +78.3% |
| All | +97.5% | +76.4% | +21.2% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling