+90.0%
CSCO vs MTSI
+181.3%
-91.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -4.1% |
| 7D | -10.2% | -10.0% | -0.2% | -8.5% |
| 30D | -20.1% | -37.2% | +17.1% | -13.0% |
| 3M | -22.1% | -30.1% | +8.0% | -17.3% |
| 6M | +3.2% | -31.9% | +35.1% | +9.1% |
| YTD | +24.1% | +23.2% | +0.9% | +17.1% |
| 1Y | +34.6% | +26.4% | +8.2% | +26.1% |
| 3Y | +90.0% | +186.2% | -96.2% | +38.7% |
| All | +90.0% | +181.3% | -91.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling