+308.5%
CSCO vs MTSI
+465.0%
-156.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.6% | -0.7% | -5.2% |
| 7D | +1.9% | +10.0% | -8.1% | +0.1% |
| 30D | -15.8% | -20.3% | +4.5% | -12.8% |
| 3M | -15.4% | -24.4% | +9.0% | -12.0% |
| 6M | -5.4% | -39.2% | +33.8% | +1.4% |
| YTD | +26.5% | +35.5% | -9.0% | +16.5% |
| 1Y | +25.9% | +43.0% | -17.1% | +14.8% |
| 3Y | +97.5% | +196.3% | -98.7% | +53.4% |
| 5Y | +93.0% | +210.0% | -117.0% | +45.4% |
| All | +308.5% | +465.0% | -156.5% | +143.8% |
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