+379.9%
CSCO vs MKSI
+524.1%
-144.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.9% |
| 7D | +2.7% | +2.7% | 0.0% | +2.0% |
| 30D | -9.5% | -12.8% | +3.3% | -6.6% |
| 3M | -7.6% | -22.5% | +14.9% | -3.2% |
| 6M | +44.9% | +19.4% | +25.5% | +35.3% |
| YTD | +47.7% | +67.7% | -20.0% | +25.9% |
| 1Y | +69.1% | +131.4% | -62.3% | +31.2% |
| 3Y | +113.5% | +197.3% | -83.8% | +43.3% |
| 5Y | +122.8% | +87.0% | +35.8% | +63.5% |
| All | +379.9% | +524.1% | -144.2% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling