+126.5%
CSCO vs MSTZ
-99.3%
+225.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.6% |
| 7D | -0.7% | -29.7% | +29.1% | -1.6% |
| 30D | -10.1% | -65.3% | +55.2% | -13.0% |
| 3M | -15.7% | -57.3% | +41.6% | -16.9% |
| 6M | +36.3% | -61.6% | +97.9% | +35.1% |
| YTD | +43.8% | -78.3% | +122.1% | +41.9% |
| 1Y | +63.9% | -30.2% | +94.2% | +69.7% |
| All | +126.5% | -99.3% | +225.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling