+321.5%
CSCO vs MTSI
+512.4%
-190.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.0% | -3.9% | +3.4% |
| 7D | -2.9% | +3.5% | -6.4% | -3.8% |
| 30D | -16.7% | -30.3% | +13.6% | -11.6% |
| 3M | -18.4% | -26.0% | +7.6% | -14.8% |
| 6M | +2.9% | -36.1% | +39.0% | +9.4% |
| YTD | +30.4% | +34.3% | -3.8% | +20.4% |
| 1Y | +41.4% | +35.3% | +6.1% | +30.1% |
| 3Y | +104.7% | +217.6% | -113.0% | +57.0% |
| 5Y | +96.9% | +210.1% | -113.1% | +48.4% |
| 10Y | +321.5% | +471.4% | -149.9% | +148.3% |
| All | +321.5% | +512.4% | -190.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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