+95.4%
CSCO vs MSTU
-89.5%
+184.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -10.2% | -4.3% | -5.9% | -10.0% |
| 30D | -20.1% | -34.6% | +14.5% | -18.9% |
| 3M | -22.1% | +39.0% | -61.1% | -24.0% |
| 6M | +3.2% | -70.5% | +73.7% | +5.8% |
| YTD | +24.1% | -68.6% | +92.7% | +24.5% |
| 1Y | +34.6% | -88.6% | +123.2% | +39.3% |
| All | +95.4% | -89.5% | +184.9% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling