+126.4%
CSCO vs MSTZ
-99.2%
+225.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | +0.3% |
| 7D | -0.5% | -25.4% | +24.9% | -1.3% |
| 30D | -10.1% | -60.9% | +50.8% | -12.5% |
| 3M | -11.7% | -54.2% | +42.4% | -12.8% |
| 6M | +40.1% | -65.0% | +105.1% | +38.4% |
| YTD | +43.8% | -76.5% | +120.3% | +42.3% |
| 1Y | +66.6% | -23.4% | +90.0% | +73.1% |
| All | +126.4% | -99.2% | +225.6% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling