+91.6%
CSCO vs MAS
+41.7%
+49.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.4% | -4.2% | -6.8% |
| 7D | -11.9% | +4.6% | -16.4% | -12.7% |
| 30D | -18.8% | +19.9% | -38.7% | -22.3% |
| 3M | -21.2% | +8.9% | -30.1% | -22.9% |
| 6M | +1.9% | +20.2% | -18.3% | -3.4% |
| YTD | +26.1% | +33.9% | -7.8% | +14.6% |
| 1Y | +34.7% | +34.7% | 0.0% | +22.1% |
| 3Y | +94.0% | +60.4% | +33.7% | +61.9% |
| 5Y | +91.6% | +43.5% | +48.1% | +65.6% |
| All | +91.6% | +41.7% | +49.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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