+45.9%
CSCO vs MSTR
-44.1%
+90.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.2% |
| 7D | -6.1% | -1.8% | -4.3% | -5.9% |
| 30D | -8.2% | -13.3% | +5.1% | -7.3% |
| 3M | -14.6% | +46.0% | -60.5% | -17.7% |
| 6M | +12.7% | -22.4% | +35.2% | +14.5% |
| YTD | +37.0% | -6.2% | +43.2% | +34.1% |
| 1Y | +45.9% | -42.3% | +88.2% | +41.7% |
| All | +45.9% | -44.1% | +90.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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