+190,098.4%
CSCO vs MSI
+4,428.5%
+185,669.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -10.2% | +4.7% | -14.9% | -12.2% |
| 30D | -20.1% | +14.8% | -34.8% | -25.1% |
| 3M | -22.1% | +8.8% | -30.9% | -25.3% |
| 6M | +3.2% | +19.3% | -16.1% | -6.3% |
| YTD | +24.1% | +35.3% | -11.2% | +5.6% |
| 1Y | +34.6% | +33.8% | +0.8% | +14.9% |
| 3Y | +90.0% | +74.4% | +15.6% | +41.5% |
| 5Y | +88.6% | +120.5% | -31.9% | +24.2% |
| 10Y | +316.5% | +685.2% | -368.7% | +49.6% |
| All | +190,098.4% | +4,428.5% | +185,669.9% | +21,010.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling