+104.3%
CSCO vs MSTU
-90.8%
+195.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.2% |
| 7D | -4.7% | -21.7% | +17.1% | -3.8% |
| 30D | -17.1% | -42.8% | +25.7% | -15.5% |
| 3M | -19.6% | +21.4% | -41.0% | -21.2% |
| 6M | +2.4% | -74.1% | +76.5% | +5.5% |
| YTD | +29.8% | -72.4% | +102.2% | +30.8% |
| 1Y | +38.7% | -90.1% | +128.8% | +44.3% |
| All | +104.3% | -90.8% | +195.1% | +105.5% |
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