+91.6%
CSCO vs MTSI
+153.3%
-61.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -18.4% | +10.7% | -3.5% |
| 7D | -11.9% | -24.6% | +12.7% | -6.3% |
| 30D | -18.8% | -45.7% | +26.9% | -7.7% |
| 3M | -21.2% | -27.7% | +6.5% | -16.6% |
| 6M | +1.9% | -37.3% | +39.2% | +10.3% |
| YTD | +26.1% | +11.1% | +14.9% | +19.2% |
| 1Y | +34.7% | +27.2% | +7.5% | +23.0% |
| 3Y | +94.0% | +153.7% | -59.6% | +42.2% |
| 5Y | +91.6% | +159.0% | -67.4% | +32.0% |
| All | +91.6% | +153.3% | -61.7% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling