+174.5%
CIEN vs MAGS
+15.9%
+158.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.2% |
| 7D | -15.2% | +0.5% | -15.7% | -15.7% |
| 30D | -21.5% | +1.5% | -23.0% | -22.7% |
| 3M | -40.1% | +0.5% | -40.5% | -39.9% |
| 6M | -6.6% | +11.6% | -18.1% | -17.4% |
| YTD | +37.3% | +5.3% | +32.0% | +30.1% |
| 1Y | +174.5% | +14.9% | +159.7% | +142.2% |
| All | +174.5% | +15.9% | +158.7% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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