+362.3%
CSCO vs MSTR
+739.0%
-376.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -0.7% | +12.2% | -12.8% | -1.7% |
| 30D | -10.1% | +45.2% | -55.3% | -13.1% |
| 3M | -15.7% | +10.4% | -26.1% | -17.0% |
| 6M | +36.3% | -2.5% | +38.8% | +35.0% |
| YTD | +43.8% | -6.0% | +49.9% | +42.0% |
| 1Y | +63.9% | -56.4% | +120.3% | +71.2% |
| 3Y | +104.4% | +306.3% | -201.9% | +62.4% |
| 5Y | +111.4% | +100.5% | +10.9% | +67.2% |
| All | +362.3% | +739.0% | -376.8% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling