+89.3%
CSCO vs MTSI
+181.3%
-92.1%
-27.5%
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 | -22.4% | -30.1% | +7.7% | -17.6% |
| 6M | +2.8% | -31.9% | +34.7% | +8.7% |
| YTD | +23.6% | +23.2% | +0.4% | +16.6% |
| 1Y | +34.0% | +26.4% | +7.6% | +25.6% |
| 3Y | +89.3% | +186.2% | -96.9% | +38.2% |
| All | +89.3% | +181.3% | -92.1% | +38.2% |
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