+220,352.3%
CSCO vs MAS
+1,438.5%
+218,913.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -10.1% | -5.6% | -4.6% | -8.6% |
| 3M | -15.7% | +4.4% | -20.1% | -17.5% |
| 6M | +36.3% | +7.2% | +29.1% | +31.3% |
| YTD | +43.8% | +16.1% | +27.7% | +34.3% |
| 1Y | +63.9% | +0.1% | +63.8% | +60.0% |
| 3Y | +104.4% | +28.3% | +76.0% | +80.2% |
| 5Y | +111.4% | +30.5% | +80.9% | +81.8% |
| 10Y | +361.7% | +139.1% | +222.5% | +218.2% |
| All | +220,352.3% | +1,438.5% | +218,913.8% | +67,429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling