+549.3%
CIEN vs MAGS
+187.1%
+362.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +5.4% | -1.8% | +7.2% | +6.9% |
| 30D | -13.7% | +1.1% | -14.7% | -14.8% |
| 3M | -23.0% | +7.7% | -30.8% | -28.4% |
| 6M | -0.8% | +11.7% | -12.5% | -10.8% |
| YTD | +43.1% | +4.9% | +38.2% | +35.7% |
| 1Y | +157.6% | +14.3% | +143.3% | +128.7% |
| 3Y | +593.8% | +128.9% | +464.9% | +333.6% |
| All | +549.3% | +187.1% | +362.2% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling