+46.2%
MSFT vs CSCO
+96.6%
-50.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +1.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | -1.8% | -15.8% | +14.0% | +1.4% |
| 3M | +5.6% | -15.4% | +21.0% | +8.9% |
| 6M | +29.8% | -5.4% | +35.2% | +28.6% |
| YTD | +9.0% | +26.5% | -17.4% | -2.3% |
| 1Y | +4.9% | +25.9% | -20.9% | -5.9% |
| 3Y | +46.2% | +97.5% | -51.3% | +10.5% |
| All | +46.2% | +96.6% | -50.4% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling