+304.8%
CSCO vs MSTR
+568.1%
-263.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -10.2% | -1.2% | -9.0% | -10.1% |
| 30D | -20.1% | -15.9% | -4.1% | -19.0% |
| 3M | -22.4% | +33.1% | -55.5% | -24.6% |
| 6M | +2.8% | -31.0% | +33.8% | +4.7% |
| YTD | +23.6% | -15.1% | +38.8% | +22.7% |
| 1Y | +34.0% | -45.6% | +79.7% | +37.4% |
| 3Y | +89.3% | +180.5% | -91.3% | +55.6% |
| 5Y | +87.9% | +61.7% | +26.2% | +51.6% |
| All | +304.8% | +568.1% | -263.3% | +90.8% |
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