+113.3%
CSCO vs MAS
+32.0%
+81.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -10.1% | -5.6% | -4.6% | -9.0% |
| 3M | -15.7% | +4.4% | -20.1% | -17.1% |
| 6M | +36.3% | +7.2% | +29.1% | +32.2% |
| YTD | +43.8% | +16.1% | +27.7% | +35.5% |
| 1Y | +63.9% | +0.1% | +63.8% | +61.0% |
| 3Y | +104.4% | +28.3% | +76.0% | +81.7% |
| All | +113.3% | +32.0% | +81.3% | +82.9% |
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