+308.5%
CSCO vs MSTR
+461.5%
-153.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.8% | -6.0% |
| 7D | +1.9% | -13.4% | +15.3% | +3.1% |
| 30D | -15.8% | -22.1% | +6.2% | -14.2% |
| 3M | -15.4% | +15.0% | -30.3% | -16.9% |
| 6M | -5.4% | -37.3% | +31.9% | -2.9% |
| YTD | +26.5% | -26.5% | +53.0% | +26.9% |
| 1Y | +25.9% | -46.5% | +72.4% | +29.3% |
| 3Y | +97.5% | +121.1% | -23.5% | +65.8% |
| 5Y | +93.0% | +37.5% | +55.5% | +57.9% |
| All | +308.5% | +461.5% | -153.0% | +93.8% |
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