+126.9%
CSCO vs MSTZ
-99.2%
+226.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.2% | +0.4% |
| 7D | 0.0% | -23.6% | +23.5% | -0.7% |
| 30D | -10.7% | -60.7% | +50.0% | -13.1% |
| 3M | -8.7% | -58.3% | +49.5% | -10.3% |
| 6M | +44.9% | -60.0% | +104.9% | +43.8% |
| YTD | +44.1% | -75.2% | +119.4% | +42.9% |
| 1Y | +65.9% | -19.9% | +85.8% | +72.6% |
| All | +126.9% | -99.2% | +226.1% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling