+64.6%
MSFT vs CSCO
+88.6%
-24.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | +1.7% | -10.2% | +11.9% | +5.6% |
| 30D | +0.2% | -20.1% | +20.2% | +8.2% |
| 3M | +6.4% | -22.1% | +28.4% | +15.4% |
| 6M | +28.7% | +3.2% | +25.5% | +22.3% |
| YTD | +10.4% | +24.1% | -13.7% | -5.1% |
| 1Y | +7.6% | +34.6% | -26.9% | -11.5% |
| 3Y | +52.3% | +90.0% | -37.7% | +2.5% |
| All | +64.6% | +88.6% | -24.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling