+174.5%
CIEN vs MAS
+1.6%
+173.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | -15.2% | -0.8% | -14.4% | -15.1% |
| 30D | -21.5% | -5.6% | -15.9% | -20.8% |
| 3M | -40.1% | +4.4% | -44.5% | -40.7% |
| 6M | -6.6% | +7.2% | -13.8% | -10.0% |
| YTD | +37.3% | +16.1% | +21.1% | +31.6% |
| 1Y | +174.5% | +0.1% | +174.4% | +166.0% |
| All | +174.5% | +1.6% | +173.0% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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