+193,139.0%
CSCO vs MAS
+1,674.0%
+191,465.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.4% | -4.2% | -6.5% |
| 7D | -11.9% | +4.6% | -16.4% | -13.1% |
| 30D | -18.8% | +19.9% | -38.7% | -23.6% |
| 3M | -21.2% | +8.9% | -30.1% | -23.8% |
| 6M | +1.9% | +20.2% | -18.3% | -5.2% |
| YTD | +26.1% | +33.9% | -7.8% | +12.0% |
| 1Y | +34.7% | +34.7% | 0.0% | +19.3% |
| 3Y | +94.0% | +60.4% | +33.7% | +59.1% |
| 5Y | +91.6% | +43.5% | +48.1% | +59.5% |
| 10Y | +323.2% | +226.7% | +96.5% | +164.2% |
| All | +193,139.0% | +1,674.0% | +191,465.0% | +56,231.9% |
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 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