+519.5%
CSCO vs MKSI
+2,206.8%
-1,687.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.7% |
| 7D | -0.5% | +7.7% | -8.3% | -3.0% |
| 30D | -10.1% | -12.9% | +2.8% | -6.2% |
| 3M | -11.7% | -14.8% | +3.1% | -9.3% |
| 6M | +40.1% | +26.6% | +13.5% | +24.6% |
| YTD | +43.8% | +66.6% | -22.8% | +15.6% |
| 1Y | +66.6% | +144.6% | -77.9% | +15.3% |
| 3Y | +108.5% | +193.1% | -84.6% | +22.7% |
| 5Y | +114.0% | +88.6% | +25.4% | +38.2% |
| 10Y | +366.8% | +490.9% | -124.1% | +71.1% |
| All | +519.5% | +2,206.8% | -1,687.3% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling