+126.4%
CSCO vs MSTU
-86.5%
+212.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | +0.3% |
| 7D | -0.5% | +16.1% | -16.7% | -1.3% |
| 30D | -10.1% | +68.7% | -78.7% | -12.5% |
| 3M | -11.7% | -11.0% | -0.7% | -12.5% |
| 6M | +40.1% | -33.4% | +73.5% | +39.3% |
| YTD | +43.8% | -59.5% | +103.3% | +43.7% |
| 1Y | +66.6% | -93.4% | +160.0% | +76.1% |
| All | +126.4% | -86.5% | +212.9% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 5y: compounded portfolio wealth divided by compounded MSTU 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…
5y analysis · Full analysis span regression · 6 months rolling