0.0%
MSFT vs CSCO
+67.0%
-67.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -1.0% | -10.1% | +9.1% | -0.8% |
| 3M | +20.2% | -11.7% | +31.9% | +20.8% |
| 6M | +21.3% | +40.1% | -18.8% | +16.5% |
| YTD | +2.8% | +43.8% | -41.0% | -2.2% |
| 1Y | 0.0% | +66.6% | -66.6% | -6.2% |
| All | 0.0% | +67.0% | -67.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling