+330.5%
CSCO vs MTSI
+539.0%
-208.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.7% | +0.7% |
| 7D | -2.8% | +7.2% | -9.9% | -4.3% |
| 30D | -12.6% | -18.4% | +5.8% | -10.0% |
| 3M | -16.0% | -16.7% | +0.7% | -14.2% |
| 6M | +2.8% | -31.7% | +34.6% | +7.9% |
| YTD | +33.2% | +45.9% | -12.7% | +21.0% |
| 1Y | +43.1% | +47.0% | -3.9% | +29.7% |
| 3Y | +106.7% | +224.1% | -117.4% | +57.8% |
| 5Y | +103.6% | +238.5% | -134.9% | +50.9% |
| 10Y | +330.5% | +512.7% | -182.2% | +153.1% |
| All | +330.5% | +539.0% | -208.5% | +153.1% |
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