+885.0%
MSFT vs CSCO
+372.9%
+512.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | -10.7% | +8.1% | +2.7% |
| 3M | +22.1% | -8.7% | +30.8% | +26.3% |
| 6M | +20.6% | +44.9% | -24.3% | -5.9% |
| YTD | +2.3% | +44.1% | -41.8% | -21.0% |
| 1Y | -0.5% | +65.9% | -66.4% | -29.9% |
| 3Y | +50.5% | +109.0% | -58.5% | -9.9% |
| 5Y | +72.3% | +114.8% | -42.4% | -0.6% |
| 10Y | +885.0% | +377.3% | +507.7% | +239.8% |
| All | +885.0% | +372.9% | +512.1% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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