+113.5%
CSCO vs MKSI
+190.8%
-77.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.0% |
| 7D | +2.7% | +2.7% | 0.0% | +2.2% |
| 30D | -9.5% | -12.8% | +3.3% | -7.4% |
| 3M | -7.6% | -22.5% | +14.9% | -4.4% |
| 6M | +44.9% | +19.4% | +25.5% | +38.8% |
| YTD | +47.7% | +67.7% | -20.0% | +33.7% |
| 1Y | +69.1% | +131.4% | -62.3% | +44.0% |
| 3Y | +113.5% | +197.3% | -83.8% | +62.4% |
| All | +113.5% | +190.8% | -77.3% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling