+1,097.2%
CSCO vs MSTR
+1,429.4%
-332.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | -2.8% | -14.2% | +11.4% | -0.6% |
| 30D | -12.6% | -19.9% | +7.2% | -10.0% |
| 3M | -16.0% | +27.3% | -43.3% | -20.0% |
| 6M | +2.8% | -37.6% | +40.4% | +7.5% |
| YTD | +33.2% | -19.5% | +52.7% | +31.9% |
| 1Y | +43.1% | -47.1% | +90.2% | +50.0% |
| 3Y | +106.7% | +140.3% | -33.6% | +49.0% |
| 5Y | +103.6% | +49.5% | +54.1% | +39.2% |
| 10Y | +330.5% | +521.9% | -191.4% | +100.0% |
| All | +1,097.2% | +1,429.4% | -332.1% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling