+639.0%
CSCO vs MTSI
+896.6%
-257.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -18.4% | +10.7% | -4.4% |
| 7D | -11.9% | -24.6% | +12.7% | -7.5% |
| 30D | -18.8% | -45.7% | +26.9% | -10.1% |
| 3M | -21.2% | -27.7% | +6.5% | -17.5% |
| 6M | +1.9% | -37.3% | +39.2% | +8.5% |
| YTD | +26.1% | +11.1% | +14.9% | +20.9% |
| 1Y | +34.7% | +27.2% | +7.5% | +25.8% |
| 3Y | +94.0% | +153.7% | -59.6% | +57.0% |
| 5Y | +91.6% | +159.0% | -67.4% | +51.4% |
| 10Y | +323.2% | +405.6% | -82.4% | +165.3% |
| All | +639.0% | +896.6% | -257.6% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling