+113.4%
CSCO vs MKSI
+81.7%
+31.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | -1.1% | +4.9% | -6.0% | -2.0% |
| 30D | -10.8% | -11.0% | +0.2% | -8.8% |
| 3M | -9.2% | -17.1% | +7.9% | -6.9% |
| 6M | +39.5% | +16.4% | +23.1% | +32.8% |
| YTD | +41.5% | +64.3% | -22.8% | +25.3% |
| 1Y | +61.0% | +137.7% | -76.8% | +30.7% |
| 3Y | +105.2% | +189.1% | -83.9% | +48.1% |
| 5Y | +113.4% | +83.1% | +30.3% | +68.1% |
| All | +113.4% | +81.7% | +31.8% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling