+104.3%
CSCO vs MSTZ
-99.3%
+203.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.6% | -8.1% | -0.2% |
| 7D | -4.7% | +21.1% | -25.8% | -3.8% |
| 30D | -17.1% | +40.1% | -57.2% | -15.6% |
| 3M | -19.6% | -66.1% | +46.5% | -21.4% |
| 6M | +2.4% | -20.7% | +23.1% | +4.7% |
| YTD | +29.8% | -78.6% | +108.4% | +29.3% |
| 1Y | +38.7% | -55.5% | +94.2% | +42.1% |
| All | +104.3% | -99.3% | +203.6% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling