+45.9%
CSCO vs MSTZ
-63.1%
+109.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.2% |
| 7D | -6.1% | +0.7% | -6.8% | -5.9% |
| 30D | -8.2% | +16.6% | -24.8% | -7.3% |
| 3M | -14.6% | -74.7% | +60.1% | -17.8% |
| 6M | +12.7% | -43.9% | +56.6% | +14.4% |
| YTD | +37.0% | -84.0% | +121.0% | +33.7% |
| 1Y | +45.9% | -65.1% | +111.0% | +41.4% |
| All | +45.9% | -63.1% | +109.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling