+45.9%
CSCO vs MKSI
+40.1%
+5.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.6% |
| 7D | -6.1% | -10.7% | +4.6% | -3.9% |
| 30D | -8.2% | -30.5% | +22.3% | -1.7% |
| 3M | -14.6% | -39.2% | +24.6% | -6.6% |
| 6M | +12.7% | -33.0% | +45.7% | +20.5% |
| YTD | +37.0% | +22.3% | +14.7% | +37.7% |
| 1Y | +45.9% | +42.7% | +3.2% | +48.3% |
| All | +45.9% | +40.1% | +5.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling