+101.3%
CSCO vs MSTR
+140.2%
-38.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | -4.7% | -10.7% | +6.1% | -4.0% |
| 30D | -17.1% | -21.6% | +4.5% | -16.0% |
| 3M | -19.6% | +24.4% | -44.0% | -20.9% |
| 6M | +2.4% | -35.5% | +37.9% | +4.2% |
| YTD | +29.8% | -20.3% | +50.1% | +29.6% |
| 1Y | +38.7% | -49.3% | +88.0% | +41.3% |
| 3Y | +101.3% | +137.8% | -36.4% | +87.3% |
| All | +101.3% | +140.2% | -38.9% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling