+25.9%
CSCO vs MTSI
+35.9%
-10.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.6% | -0.7% | -4.9% |
| 7D | +1.9% | +10.0% | -8.1% | -0.3% |
| 30D | -15.8% | -20.3% | +4.5% | -12.2% |
| 3M | -15.4% | -24.4% | +9.0% | -11.2% |
| 6M | -5.4% | -39.2% | +33.8% | +3.1% |
| YTD | +26.5% | +35.5% | -9.0% | +17.1% |
| 1Y | +25.9% | +43.0% | -17.1% | +14.4% |
| All | +25.9% | +35.9% | -10.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling